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 | 139.95% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'163 CHF | 6'081 CHF | 96.56% | 96.56% |
21.05.2024 | 133.73% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'511 CHF | 6'256 CHF | 95.32% | 95.32% |
17.05.2024 | 90.85% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 6'061 CHF | 8'031 CHF | 96.20% | 96.20% |
16.05.2024 | 91.26% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'961 CHF | 7'981 CHF | 97.65% | 97.65% |
15.05.2024 | 84.01% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 6'943 CHF | 8'471 CHF | 97.20% | 97.20% |
14.05.2024 | 76.48% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 8'083 CHF | 9'042 CHF | 95.26% | 95.26% |
13.05.2024 | 73.83% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 8'575 CHF | 9'287 CHF | 96.51% | 96.51% |
10.05.2024 | 73.30% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 8'662 CHF | 9'331 CHF | 98.57% | 98.57% |
08.05.2024 | 57.44% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 12'425 CHF | 11'212 CHF | 98.42% | 98.42% |
07.05.2024 | 48.10% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 15'825 CHF | 12'912 CHF | 98.29% | 98.29% |