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 | 68.95% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 9'541 CHF | 9'771 CHF | 99.08% | 99.08% |
14.05.2024 | 72.05% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 8'896 CHF | 9'448 CHF | 96.34% | 96.34% |
13.05.2024 | 79.96% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 7'532 CHF | 8'766 CHF | 99.02% | 99.02% |
10.05.2024 | 84.40% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 6'864 CHF | 8'432 CHF | 99.39% | 99.39% |
08.05.2024 | 89.02% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 6'256 CHF | 8'128 CHF | 99.36% | 99.36% |
07.05.2024 | 77.83% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 7'861 CHF | 8'930 CHF | 99.37% | 99.37% |
06.05.2024 | 67.94% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 9'760 CHF | 9'880 CHF | 99.19% | 99.19% |
03.05.2024 | 62.75% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 11'135 CHF | 10'567 CHF | 99.25% | 99.25% |
02.05.2024 | 48.33% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 15'871 CHF | 12'935 CHF | 98.85% | 98.85% |
30.04.2024 | 100.35% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'023 CHF | 7'512 CHF | 99.34% | 99.34% |