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 | 86.52% | 0.01 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 988'109 | 988'109 | 7'894 CHF | 19'797 CHF | 100.00% | 100.00% |
14.05.2024 | 66.72% | 0.01 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 989'345 | 989'345 | 10'192 CHF | 20'212 CHF | 100.00% | 100.00% |
13.05.2024 | 67.23% | 0.01 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 989'932 | 989'932 | 9'899 CHF | 19'809 CHF | 99.83% | 99.83% |
10.05.2024 | 68.61% | 0.01 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 989'939 | 989'939 | 9'755 CHF | 19'809 CHF | 100.00% | 100.00% |
08.05.2024 | 86.30% | 0.01 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 989'597 | 989'597 | 7'917 CHF | 19'808 CHF | 98.93% | 98.93% |
07.05.2024 | 86.25% | 0.01 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 989'084 | 989'084 | 7'921 CHF | 19'804 CHF | 99.67% | 99.67% |
06.05.2024 | 86.27% | 0.01 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 989'939 | 989'939 | 7'920 CHF | 19'812 CHF | 100.00% | 100.00% |
03.05.2024 | 82.37% | 0.01 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 989'939 | 989'939 | 8'330 CHF | 19'812 CHF | 100.00% | 100.00% |
02.05.2024 | 68.91% | 0.01 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 989'792 | 989'792 | 9'723 CHF | 19'807 CHF | 98.55% | 98.55% |
30.04.2024 | 86.31% | 0.01 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 989'343 | 989'343 | 7'915 CHF | 19'807 CHF | 100.00% | 100.00% |