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 | 112.47% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 3'909 CHF | 6'954 CHF | 98.98% | 98.98% |
15.05.2024 | 117.77% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 3'523 CHF | 6'762 CHF | 98.43% | 98.43% |
14.05.2024 | 115.38% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 3'709 CHF | 6'855 CHF | 99.56% | 99.56% |
13.05.2024 | 124.26% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 3'062 CHF | 6'531 CHF | 98.64% | 98.64% |
10.05.2024 | 118.17% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 3'577 CHF | 6'788 CHF | 97.31% | 97.31% |
08.05.2024 | 108.83% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'208 CHF | 7'104 CHF | 99.43% | 99.43% |
07.05.2024 | 105.55% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'504 CHF | 7'252 CHF | 99.58% | 99.58% |
06.05.2024 | 96.61% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'393 CHF | 7'697 CHF | 99.73% | 99.73% |
03.05.2024 | 78.01% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 8'060 CHF | 9'030 CHF | 98.66% | 98.66% |
02.05.2024 | 74.22% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 8'595 CHF | 9'297 CHF | 99.60% | 99.60% |