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 | 94.32% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'625 CHF | 7'813 CHF | 99.33% | 99.33% |
15.05.2024 | 83.01% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 7'146 CHF | 8'573 CHF | 97.54% | 97.54% |
14.05.2024 | 86.46% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 6'635 CHF | 8'317 CHF | 96.76% | 96.76% |
13.05.2024 | 95.48% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'497 CHF | 7'748 CHF | 94.55% | 94.55% |
10.05.2024 | 72.78% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 8'761 CHF | 9'380 CHF | 99.57% | 99.57% |
08.05.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'000 CHF | 10'000 CHF | 99.59% | 99.59% |
07.05.2024 | 40.40% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 19'849 CHF | 14'925 CHF | 98.00% | 98.00% |
06.05.2024 | 38.11% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 21'656 CHF | 15'828 CHF | 96.85% | 96.85% |
03.05.2024 | 39.97% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'025 CHF | 15'013 CHF | 98.86% | 98.86% |
02.05.2024 | 30.18% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 28'590 CHF | 19'295 CHF | 99.24% | 99.24% |