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 | 90.47% | 0.01 CHF | 0.02 CHF | 1'500'000 | 600'000 | 1'500'000 | 600'000 | 9'163 CHF | 9'665 CHF | 99.27% | 99.27% |
15.05.2024 | 104.23% | 0.01 CHF | 0.02 CHF | 1'500'000 | 600'000 | 1'500'000 | 600'000 | 7'016 CHF | 8'806 CHF | 99.12% | 99.12% |
14.05.2024 | 88.30% | 0.01 CHF | 0.02 CHF | 1'500'000 | 600'000 | 1'500'000 | 600'000 | 9'687 CHF | 9'875 CHF | 99.27% | 99.27% |
13.05.2024 | 100.68% | 0.01 CHF | 0.02 CHF | 1'500'000 | 600'000 | 1'500'000 | 600'000 | 7'515 CHF | 9'006 CHF | 98.75% | 98.75% |
10.05.2024 | 66.67% | 0.01 CHF | 0.01 CHF | 1'500'000 | 600'000 | 1'500'000 | 600'000 | 15'000 CHF | 12'000 CHF | 94.67% | 99.27% |
08.05.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'500'000 | 600'000 | 1'500'000 | 600'000 | 15'000 CHF | 12'000 CHF | 99.27% | 99.27% |
07.05.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'500'000 | 600'000 | 1'500'000 | 600'000 | 15'000 CHF | 12'000 CHF | 99.27% | 99.27% |
06.05.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'500'000 | 600'000 | 1'500'000 | 600'000 | 15'000 CHF | 12'000 CHF | 99.27% | 99.27% |
03.05.2024 | 52.33% | 0.01 CHF | 0.02 CHF | 1'500'000 | 600'000 | 1'500'000 | 600'000 | 23'067 CHF | 15'227 CHF | 99.11% | 99.11% |
02.05.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'500'000 | 600'000 | 1'500'000 | 600'000 | 15'000 CHF | 12'000 CHF | 99.24% | 99.24% |