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 | 110.08% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'116 CHF | 7'058 CHF | 99.24% | 99.24% |
15.05.2024 | 118.78% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 3'478 CHF | 6'739 CHF | 98.82% | 98.82% |
14.05.2024 | 127.46% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'867 CHF | 6'433 CHF | 97.56% | 97.56% |
13.05.2024 | 161.71% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'212 CHF | 5'606 CHF | 99.28% | 99.28% |
10.05.2024 | 81.34% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 7'601 CHF | 8'800 CHF | 99.38% | 99.38% |
08.05.2024 | 138.00% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'344 CHF | 6'172 CHF | 95.14% | 95.14% |
07.05.2024 | 124.29% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 3'074 CHF | 6'537 CHF | 98.80% | 98.80% |
06.05.2024 | 107.93% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'287 CHF | 7'143 CHF | 98.86% | 98.86% |
03.05.2024 | 103.59% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'732 CHF | 7'366 CHF | 98.43% | 98.43% |
02.05.2024 | 92.74% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'825 CHF | 7'913 CHF | 99.27% | 99.27% |