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 | 98.03% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'230 CHF | 7'615 CHF | 99.29% | 99.29% |
23.05.2024 | 99.54% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'074 CHF | 7'537 CHF | 95.22% | 95.22% |
22.05.2024 | 98.18% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'206 CHF | 7'603 CHF | 99.50% | 99.50% |
21.05.2024 | 97.99% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'221 CHF | 7'611 CHF | 96.36% | 96.36% |
17.05.2024 | 91.34% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'968 CHF | 7'984 CHF | 98.91% | 98.91% |
16.05.2024 | 89.62% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 6'171 CHF | 8'085 CHF | 98.96% | 98.96% |
15.05.2024 | 90.04% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 6'118 CHF | 8'059 CHF | 98.41% | 98.41% |
14.05.2024 | 76.61% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 8'141 CHF | 9'071 CHF | 99.45% | 99.45% |
13.05.2024 | 89.05% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 6'246 CHF | 8'123 CHF | 98.64% | 98.64% |
10.05.2024 | 86.21% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 6'665 CHF | 8'333 CHF | 97.31% | 97.31% |