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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 133.74% | 0.00 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'645 | 250'000 | 2'855 CHF | 3'280 CHF | 99.38% | 99.38% |
14.05.2024 | 115.52% | 0.00 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 4'017 CHF | 3'747 CHF | 99.16% | 99.16% |
13.05.2024 | 126.93% | 0.00 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 3'302 CHF | 3'459 CHF | 99.38% | 99.38% |
10.05.2024 | 111.00% | 0.00 CHF | 0.01 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 4'304 CHF | 3'739 CHF | 99.38% | 99.38% |
08.05.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'000 CHF | 3'750 CHF | 99.39% | 99.39% |
07.05.2024 | 116.52% | 0.00 CHF | 0.01 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 3'961 CHF | 3'444 CHF | 99.23% | 99.23% |
06.05.2024 | 134.25% | 0.00 CHF | 0.01 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 2'842 CHF | 3'268 CHF | 99.20% | 99.20% |
03.05.2024 | 118.41% | 0.00 CHF | 0.01 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 3'836 CHF | 3'678 CHF | 99.39% | 99.39% |
02.05.2024 | 125.86% | 0.00 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 3'368 CHF | 3'487 CHF | 99.39% | 99.39% |
30.04.2024 | 162.39% | 0.00 CHF | 0.01 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 1'078 CHF | 2'533 CHF | 99.42% | 99.42% |