Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
22.05.2024 | 166.67% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'000 CHF | 5'500 CHF | 96.54% | 96.54% |
21.05.2024 | 166.67% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'000 CHF | 5'500 CHF | 95.32% | 95.32% |
17.05.2024 | 146.12% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'863 CHF | 5'931 CHF | 96.18% | 96.18% |
16.05.2024 | 143.09% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'990 CHF | 5'995 CHF | 97.63% | 97.63% |
15.05.2024 | 130.50% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'692 CHF | 6'346 CHF | 97.17% | 97.17% |
14.05.2024 | 123.66% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 3'097 CHF | 6'548 CHF | 95.36% | 95.36% |
13.05.2024 | 125.79% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'964 CHF | 6'482 CHF | 96.53% | 96.53% |
10.05.2024 | 122.66% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 3'169 CHF | 6'584 CHF | 98.57% | 98.57% |
08.05.2024 | 91.46% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'941 CHF | 7'970 CHF | 98.41% | 98.41% |
07.05.2024 | 76.65% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 8'068 CHF | 9'034 CHF | 98.28% | 98.28% |