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 | 132.21% | 0.00 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 729'045 | 729'045 | 3'058 CHF | 14'692 CHF | 100.00% | 100.00% |
14.05.2024 | 133.38% | 0.01 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 751'468 | 751'468 | 3'052 CHF | 15'081 CHF | 100.00% | 100.00% |
13.05.2024 | 157.74% | 0.00 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 761'687 | 761'687 | 1'937 CHF | 15'293 CHF | 99.86% | 99.86% |
10.05.2024 | 138.24% | 0.00 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 730'900 | 730'900 | 2'642 CHF | 14'670 CHF | 100.00% | 100.00% |
08.05.2024 | 131.57% | 0.00 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 735'762 | 735'762 | 3'050 CHF | 14'775 CHF | 96.52% | 96.52% |
07.05.2024 | 88.17% | 0.01 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 708'955 | 708'955 | 5'439 CHF | 14'223 CHF | 97.41% | 97.41% |
06.05.2024 | 70.21% | 0.01 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 725'914 | 725'914 | 7'172 CHF | 14'660 CHF | 98.41% | 98.41% |
03.05.2024 | 77.71% | 0.01 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 720'962 | 720'962 | 6'498 CHF | 14'451 CHF | 99.97% | 99.97% |
02.05.2024 | 58.75% | 0.01 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 711'313 | 711'313 | 8'594 CHF | 15'738 CHF | 100.00% | 100.00% |
30.04.2024 | 31.11% | 0.02 CHF | 0.03 CHF | 1'000'000 | 1'000'000 | 696'967 | 696'967 | 19'416 CHF | 26'470 CHF | 96.82% | 96.82% |