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 | 115.41% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 3'716 CHF | 6'858 CHF | 98.19% | 98.19% |
15.05.2024 | 124.57% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 3'065 CHF | 6'533 CHF | 97.80% | 97.80% |
14.05.2024 | 107.11% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'371 CHF | 7'186 CHF | 98.95% | 98.95% |
13.05.2024 | 91.59% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'943 CHF | 7'971 CHF | 90.58% | 90.58% |
10.05.2024 | 92.13% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'885 CHF | 7'942 CHF | 96.74% | 96.74% |
08.05.2024 | 77.05% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 8'010 CHF | 9'005 CHF | 93.18% | 93.18% |
07.05.2024 | 73.56% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 8'660 CHF | 9'330 CHF | 95.19% | 95.19% |
06.05.2024 | 68.88% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 9'574 CHF | 9'787 CHF | 92.75% | 92.75% |
03.05.2024 | 59.23% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 11'912 CHF | 10'956 CHF | 94.83% | 94.83% |
02.05.2024 | 56.57% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 12'703 CHF | 11'352 CHF | 95.44% | 95.44% |