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 | 69.33% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 9'446 CHF | 9'723 CHF | 98.86% | 98.86% |
15.05.2024 | 57.28% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 12'548 CHF | 11'274 CHF | 98.76% | 98.76% |
14.05.2024 | 66.04% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'173 CHF | 10'086 CHF | 98.40% | 98.40% |
13.05.2024 | 81.04% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 7'376 CHF | 8'688 CHF | 95.18% | 95.18% |
10.05.2024 | 73.74% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 8'584 CHF | 9'292 CHF | 98.89% | 98.89% |
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 | 98.91% | 98.91% |
07.05.2024 | 64.43% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'603 CHF | 10'302 CHF | 98.89% | 98.89% |
06.05.2024 | 69.22% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 9'524 CHF | 9'762 CHF | 99.09% | 99.09% |
03.05.2024 | 78.80% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 7'749 CHF | 8'875 CHF | 98.63% | 98.63% |
02.05.2024 | 75.11% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 8'356 CHF | 9'178 CHF | 97.95% | 97.95% |