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 | 94.22% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'637 CHF | 7'818 CHF | 98.97% | 98.97% |
15.05.2024 | 98.21% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'199 CHF | 7'599 CHF | 98.42% | 98.42% |
14.05.2024 | 89.59% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 6'232 CHF | 8'116 CHF | 99.52% | 99.52% |
13.05.2024 | 98.79% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'135 CHF | 7'568 CHF | 98.64% | 98.64% |
10.05.2024 | 96.86% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'411 CHF | 7'705 CHF | 96.91% | 96.91% |
08.05.2024 | 88.26% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 6'354 CHF | 8'177 CHF | 99.35% | 99.35% |
07.05.2024 | 82.25% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 7'175 CHF | 8'587 CHF | 99.58% | 99.58% |
06.05.2024 | 70.77% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 9'188 CHF | 9'594 CHF | 99.74% | 99.74% |
03.05.2024 | 44.57% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 17'777 CHF | 13'888 CHF | 98.09% | 98.09% |
02.05.2024 | 47.13% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 16'395 CHF | 13'197 CHF | 99.55% | 99.55% |