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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 145.03% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'988 CHF | 5'994 CHF | 99.44% | 99.44% |
16.05.2024 | 112.54% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 3'982 CHF | 6'991 CHF | 99.59% | 99.59% |
15.05.2024 | 105.99% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'490 CHF | 7'245 CHF | 99.45% | 99.45% |
14.05.2024 | 90.89% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 6'024 CHF | 8'012 CHF | 99.56% | 99.56% |
13.05.2024 | 89.33% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 6'314 CHF | 8'157 CHF | 99.00% | 99.00% |
10.05.2024 | 74.72% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 8'407 CHF | 9'203 CHF | 99.36% | 99.36% |
08.05.2024 | 43.78% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 17'977 CHF | 13'989 CHF | 99.53% | 99.53% |
07.05.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'000 CHF | 15'000 CHF | 99.59% | 99.59% |
06.05.2024 | 27.50% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 31'680 CHF | 20'840 CHF | 99.74% | 99.74% |
03.05.2024 | 22.23% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 39'990 CHF | 24'995 CHF | 99.42% | 99.42% |