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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 86.29% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 6'650 CHF | 8'325 CHF | 99.09% | 99.09% |
14.05.2024 | 91.37% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'991 CHF | 7'995 CHF | 96.41% | 96.41% |
13.05.2024 | 121.76% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 3'287 CHF | 6'643 CHF | 99.03% | 99.03% |
10.05.2024 | 106.16% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'565 CHF | 7'283 CHF | 99.42% | 99.42% |
08.05.2024 | 125.64% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 3'014 CHF | 6'507 CHF | 99.41% | 99.41% |
07.05.2024 | 108.58% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'235 CHF | 7'118 CHF | 99.37% | 99.37% |
06.05.2024 | 84.04% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 6'982 CHF | 8'491 CHF | 99.15% | 99.15% |
03.05.2024 | 60.98% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 11'892 CHF | 10'946 CHF | 99.15% | 99.15% |
02.05.2024 | 42.70% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 18'681 CHF | 14'340 CHF | 98.88% | 98.88% |
30.04.2024 | 117.99% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 3'613 CHF | 6'806 CHF | 99.31% | 99.31% |