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 | 91.26% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'961 CHF | 7'981 CHF | 97.65% | 97.65% |
15.05.2024 | 84.01% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 6'943 CHF | 8'471 CHF | 97.20% | 97.20% |
14.05.2024 | 76.48% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 8'083 CHF | 9'042 CHF | 95.26% | 95.26% |
13.05.2024 | 73.83% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 8'575 CHF | 9'287 CHF | 96.51% | 96.51% |
10.05.2024 | 73.30% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 8'662 CHF | 9'331 CHF | 98.57% | 98.57% |
08.05.2024 | 57.44% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 12'425 CHF | 11'212 CHF | 98.42% | 98.42% |
07.05.2024 | 48.10% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 15'825 CHF | 12'912 CHF | 98.29% | 98.29% |
06.05.2024 | 41.52% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 19'151 CHF | 14'575 CHF | 98.75% | 98.75% |
03.05.2024 | 37.76% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 21'958 CHF | 15'979 CHF | 97.67% | 97.67% |
02.05.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'000 CHF | 20'000 CHF | 99.20% | 99.20% |