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 | 166.67% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'000 CHF | 5'500 CHF | 98.85% | 98.85% |
15.05.2024 | 165.32% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'056 CHF | 5'528 CHF | 99.51% | 99.51% |
14.05.2024 | 113.39% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 3'845 CHF | 6'922 CHF | 99.11% | 99.11% |
13.05.2024 | 76.66% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 8'151 CHF | 9'075 CHF | 98.90% | 98.90% |
10.05.2024 | 85.41% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 6'822 CHF | 8'411 CHF | 99.43% | 99.43% |
08.05.2024 | 81.56% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 7'282 CHF | 8'641 CHF | 99.49% | 99.49% |
07.05.2024 | 67.01% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'062 CHF | 10'031 CHF | 99.48% | 99.48% |
06.05.2024 | 50.39% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 14'868 CHF | 12'434 CHF | 99.32% | 99.32% |
03.05.2024 | 47.78% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 16'235 CHF | 13'117 CHF | 99.36% | 99.36% |
02.05.2024 | 39.97% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'028 CHF | 15'014 CHF | 98.86% | 98.86% |