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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24.05.2024 | 117.78% | 0.00 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 3'875 CHF | 3'698 CHF | 99.39% | 99.39% |
23.05.2024 | 105.27% | 0.00 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 4'666 CHF | 3'750 CHF | 99.09% | 99.09% |
22.05.2024 | 100.26% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 979'560 | 250'000 | 4'894 CHF | 3'748 CHF | 29.22% | 29.22% |
21.05.2024 | 115.79% | 0.00 CHF | 0.02 CHF | 1'000'000 | 250'000 | 991'030 | 250'000 | 3'964 CHF | 3'750 CHF | 90.64% | 90.64% |
17.05.2024 | 98.22% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 975'486 | 250'000 | 5'144 CHF | 3'817 CHF | 99.06% | 99.06% |
16.05.2024 | 68.32% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'064 | 250'000 | 9'693 CHF | 4'938 CHF | 99.25% | 99.25% |
15.05.2024 | 74.13% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'640 | 250'000 | 8'826 CHF | 4'720 CHF | 99.39% | 99.39% |
14.05.2024 | 63.70% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 985'671 | 250'000 | 10'747 CHF | 5'222 CHF | 99.17% | 99.17% |
13.05.2024 | 98.91% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 996'150 | 250'000 | 5'145 CHF | 3'791 CHF | 99.38% | 99.38% |
10.05.2024 | 97.58% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 990'555 | 250'000 | 5'311 CHF | 3'842 CHF | 99.37% | 99.37% |