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 | 94.87% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'620 CHF | 7'810 CHF | 98.94% | 98.94% |
15.05.2024 | 56.80% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 13'020 CHF | 11'510 CHF | 98.82% | 98.82% |
14.05.2024 | 63.88% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'714 CHF | 10'357 CHF | 98.40% | 98.40% |
13.05.2024 | 97.10% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'445 CHF | 7'722 CHF | 94.01% | 94.01% |
10.05.2024 | 75.73% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 8'260 CHF | 9'130 CHF | 98.88% | 98.88% |
08.05.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'000 CHF | 10'000 CHF | 98.90% | 98.90% |
07.05.2024 | 51.15% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 14'775 CHF | 12'387 CHF | 98.88% | 98.88% |
06.05.2024 | 56.39% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 13'030 CHF | 11'515 CHF | 99.06% | 99.06% |
03.05.2024 | 71.40% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 9'105 CHF | 9'552 CHF | 98.59% | 98.59% |
02.05.2024 | 70.28% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 9'298 CHF | 9'649 CHF | 99.07% | 99.07% |