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 | 144.05% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'951 CHF | 5'976 CHF | 98.58% | 98.58% |
15.05.2024 | 144.68% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'993 CHF | 5'996 CHF | 92.77% | 92.77% |
14.05.2024 | 161.13% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'233 CHF | 5'616 CHF | 91.51% | 91.51% |
13.05.2024 | 166.67% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'000 CHF | 5'500 CHF | 85.91% | 85.91% |
10.05.2024 | 166.67% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'000 CHF | 5'500 CHF | 87.25% | 87.25% |
08.05.2024 | 166.67% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'000 CHF | 5'500 CHF | 97.72% | 97.72% |
07.05.2024 | 124.31% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 3'050 CHF | 6'525 CHF | 86.88% | 86.88% |
06.05.2024 | 110.45% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'063 CHF | 7'031 CHF | 85.94% | 85.94% |
03.05.2024 | 111.54% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 3'978 CHF | 6'989 CHF | 92.05% | 92.05% |
02.05.2024 | 108.17% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'273 CHF | 7'136 CHF | 92.03% | 92.03% |