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 | 166.60% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'003 CHF | 5'501 CHF | 99.28% | 99.28% |
15.05.2024 | 149.41% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'726 CHF | 5'863 CHF | 97.67% | 97.67% |
14.05.2024 | 153.78% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'541 CHF | 5'771 CHF | 96.76% | 96.76% |
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 | 94.56% | 94.56% |
10.05.2024 | 141.51% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'077 CHF | 6'039 CHF | 99.60% | 99.60% |
08.05.2024 | 113.57% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 3'823 CHF | 6'911 CHF | 99.25% | 99.25% |
07.05.2024 | 100.81% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'965 CHF | 7'482 CHF | 98.40% | 98.40% |
06.05.2024 | 89.47% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 6'204 CHF | 8'102 CHF | 96.84% | 96.84% |
03.05.2024 | 84.18% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 6'891 CHF | 8'445 CHF | 98.86% | 98.86% |
02.05.2024 | 76.99% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 8'005 CHF | 9'003 CHF | 99.27% | 99.27% |