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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 165.92% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'031 CHF | 5'516 CHF | 98.94% | 98.94% |
16.05.2024 | 152.84% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'581 CHF | 5'790 CHF | 98.10% | 98.10% |
15.05.2024 | 110.61% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'197 CHF | 7'099 CHF | 97.85% | 97.85% |
14.05.2024 | 101.76% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'841 CHF | 7'421 CHF | 93.86% | 93.86% |
13.05.2024 | 105.98% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'462 CHF | 7'231 CHF | 98.38% | 98.38% |
10.05.2024 | 98.75% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'137 CHF | 7'569 CHF | 99.39% | 99.39% |
08.05.2024 | 89.68% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 6'163 CHF | 8'082 CHF | 98.83% | 98.83% |
07.05.2024 | 86.18% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 6'634 CHF | 8'317 CHF | 97.54% | 97.54% |
06.05.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'000 CHF | 10'000 CHF | 98.39% | 98.39% |
03.05.2024 | 40.01% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 19'995 CHF | 14'998 CHF | 97.65% | 97.65% |