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 | 160.38% | 0.00 CHF | 0.01 CHF | 1'000'000 | 250'000 | 986'022 | 250'000 | 1'167 CHF | 2'568 CHF | 99.84% | 99.84% |
15.05.2024 | 139.29% | 0.00 CHF | 0.01 CHF | 250'000 | 250'000 | 829'233 | 250'000 | 2'160 CHF | 3'108 CHF | 60.12% | 60.12% |
14.05.2024 | 161.36% | 0.00 CHF | 0.01 CHF | 1'000'000 | 250'000 | 988'731 | 250'000 | 1'132 CHF | 2'555 CHF | 95.51% | 95.51% |
13.05.2024 | 82.56% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 987'133 | 250'000 | 7'551 CHF | 4'404 CHF | 99.02% | 99.02% |
10.05.2024 | 62.58% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 933'628 | 250'000 | 10'523 CHF | 5'310 CHF | 92.22% | 92.22% |
08.05.2024 | 112.61% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 996'191 | 250'000 | 4'191 CHF | 3'537 CHF | 98.39% | 98.39% |
07.05.2024 | 163.01% | 0.00 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 1'039 CHF | 2'516 CHF | 98.75% | 98.75% |
06.05.2024 | 142.32% | 0.00 CHF | 0.01 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 2'337 CHF | 3'057 CHF | 99.76% | 99.76% |
03.05.2024 | 146.01% | 0.00 CHF | 0.01 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 2'105 CHF | 2'944 CHF | 100.00% | 100.00% |
02.05.2024 | 160.97% | 0.00 CHF | 0.01 CHF | 1'000'000 | 250'000 | 986'406 | 250'000 | 1'154 CHF | 2'570 CHF | 100.00% | 100.00% |