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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16.05.2024 | 112.65% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 3'921 CHF | 6'960 CHF | 98.57% | 98.57% |
15.05.2024 | 92.93% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'905 CHF | 7'952 CHF | 92.99% | 92.99% |
14.05.2024 | 86.59% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 6'588 CHF | 8'294 CHF | 91.52% | 91.52% |
13.05.2024 | 144.97% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'016 CHF | 6'008 CHF | 85.99% | 85.99% |
10.05.2024 | 149.27% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'764 CHF | 5'882 CHF | 87.20% | 87.20% |
08.05.2024 | 66.67% | 0.01 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'000 CHF | 10'000 CHF | 0.04% | 97.79% |
07.05.2024 | 65.12% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'579 CHF | 10'290 CHF | 86.89% | 86.89% |
06.05.2024 | 42.22% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 19'167 CHF | 14'584 CHF | 85.69% | 85.69% |
03.05.2024 | 49.69% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 16'368 CHF | 13'184 CHF | 92.11% | 92.11% |
02.05.2024 | 53.06% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 15'103 CHF | 12'552 CHF | 92.03% | 92.03% |