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 | 98.41% | 0.01 CHF | 0.02 CHF | 2'000'000 | 500'000 | 2'000'000 | 500'000 | 10'588 CHF | 7'647 CHF | 94.74% | 94.74% |
14.05.2024 | 127.82% | 0.00 CHF | 0.01 CHF | 2'000'000 | 500'000 | 2'000'000 | 500'000 | 5'775 CHF | 6'444 CHF | 99.16% | 99.16% |
13.05.2024 | 118.14% | 0.00 CHF | 0.01 CHF | 2'000'000 | 500'000 | 2'000'000 | 500'000 | 7'164 CHF | 6'791 CHF | 98.53% | 98.53% |
10.05.2024 | 57.86% | 0.01 CHF | 0.02 CHF | 2'000'000 | 500'000 | 2'000'000 | 500'000 | 25'214 CHF | 11'304 CHF | 99.17% | 99.17% |
08.05.2024 | 56.13% | 0.01 CHF | 0.02 CHF | 2'000'000 | 500'000 | 2'000'000 | 500'000 | 26'352 CHF | 11'588 CHF | 99.17% | 99.17% |
07.05.2024 | 54.40% | 0.02 CHF | 0.03 CHF | 2'000'000 | 500'000 | 2'000'000 | 500'000 | 27'197 CHF | 11'799 CHF | 97.90% | 97.90% |
06.05.2024 | 94.99% | 0.01 CHF | 0.02 CHF | 2'000'000 | 500'000 | 2'000'000 | 500'000 | 11'481 CHF | 7'870 CHF | 99.17% | 99.17% |
03.05.2024 | 130.93% | 0.00 CHF | 0.01 CHF | 2'000'000 | 500'000 | 2'000'000 | 500'000 | 5'602 CHF | 6'400 CHF | 99.16% | 99.16% |
02.05.2024 | 115.30% | 0.00 CHF | 0.01 CHF | 2'000'000 | 500'000 | 2'000'000 | 500'000 | 7'868 CHF | 6'967 CHF | 99.15% | 99.15% |
30.04.2024 | 77.38% | 0.01 CHF | 0.02 CHF | 2'000'000 | 500'000 | 2'000'000 | 500'000 | 17'222 CHF | 9'306 CHF | 99.17% | 99.17% |