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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 101.76% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'841 CHF | 7'421 CHF | 93.86% | 93.86% |
13.05.2024 | 105.98% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'462 CHF | 7'231 CHF | 98.38% | 98.38% |
10.05.2024 | 98.75% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'137 CHF | 7'569 CHF | 99.39% | 99.39% |
08.05.2024 | 89.68% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 6'163 CHF | 8'082 CHF | 98.83% | 98.83% |
07.05.2024 | 86.18% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 6'634 CHF | 8'317 CHF | 97.54% | 97.54% |
06.05.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'000 CHF | 10'000 CHF | 98.39% | 98.39% |
03.05.2024 | 40.01% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 19'995 CHF | 14'998 CHF | 97.65% | 97.65% |
02.05.2024 | 36.56% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 23'011 CHF | 16'505 CHF | 99.36% | 99.36% |
30.04.2024 | 38.81% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 21'042 CHF | 15'521 CHF | 99.27% | 99.27% |
29.04.2024 | 29.16% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 29'481 CHF | 19'740 CHF | 99.31% | 99.31% |