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 |
---|---|---|---|---|---|---|---|---|---|---|---|
27.05.2024 | 95.63% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'481 CHF | 7'740 CHF | 93.21% | 93.21% |
24.05.2024 | 86.83% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 6'549 CHF | 8'274 CHF | 93.17% | 93.17% |
23.05.2024 | 76.54% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 8'098 CHF | 9'049 CHF | 95.34% | 95.34% |
22.05.2024 | 62.52% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 11'052 CHF | 10'526 CHF | 92.59% | 92.59% |
21.05.2024 | 52.96% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 13'956 CHF | 11'978 CHF | 92.47% | 92.47% |
17.05.2024 | 60.50% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 11'556 CHF | 10'778 CHF | 98.30% | 98.30% |
16.05.2024 | 62.54% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 11'064 CHF | 10'532 CHF | 98.19% | 98.19% |
15.05.2024 | 49.14% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 15'399 CHF | 12'700 CHF | 98.01% | 98.01% |
14.05.2024 | 53.65% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 13'669 CHF | 11'835 CHF | 98.91% | 98.91% |
13.05.2024 | 51.89% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 14'285 CHF | 12'143 CHF | 90.57% | 90.57% |