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 | 62.31% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 11'215 CHF | 10'608 CHF | 96.37% | 96.37% |
15.05.2024 | 37.56% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 21'986 CHF | 15'993 CHF | 99.10% | 99.10% |
14.05.2024 | 37.82% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 22'819 CHF | 16'409 CHF | 98.77% | 98.77% |
13.05.2024 | 94.13% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'884 CHF | 7'942 CHF | 94.69% | 94.69% |
10.05.2024 | 116.98% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 3'651 CHF | 6'825 CHF | 98.30% | 98.30% |
08.05.2024 | 102.52% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'796 CHF | 7'398 CHF | 96.60% | 96.60% |
07.05.2024 | 65.73% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'242 CHF | 10'121 CHF | 97.59% | 97.59% |
06.05.2024 | 77.33% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 8'064 CHF | 9'032 CHF | 98.66% | 98.66% |
03.05.2024 | 86.21% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 6'707 CHF | 8'353 CHF | 98.73% | 98.73% |
02.05.2024 | 92.01% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'916 CHF | 7'958 CHF | 99.13% | 99.13% |