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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24.05.2024 | 84.38% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 6'934 CHF | 8'467 CHF | 93.19% | 93.19% |
23.05.2024 | 79.76% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 7'596 CHF | 8'798 CHF | 95.32% | 95.32% |
22.05.2024 | 92.63% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'836 CHF | 7'918 CHF | 92.58% | 92.58% |
21.05.2024 | 91.96% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'894 CHF | 7'947 CHF | 92.33% | 92.33% |
17.05.2024 | 77.19% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 8'009 CHF | 9'005 CHF | 98.31% | 98.31% |
16.05.2024 | 73.93% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 8'611 CHF | 9'305 CHF | 98.20% | 98.20% |
15.05.2024 | 85.26% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 6'769 CHF | 8'384 CHF | 98.02% | 98.02% |
14.05.2024 | 67.28% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 9'896 CHF | 9'948 CHF | 98.95% | 98.95% |
13.05.2024 | 60.83% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 11'466 CHF | 10'733 CHF | 90.58% | 90.58% |
10.05.2024 | 62.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 11'170 CHF | 10'585 CHF | 96.81% | 96.81% |