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 | 166.67% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'000 CHF | 5'500 CHF | 97.27% | 97.27% |
15.05.2024 | 163.77% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'122 CHF | 5'561 CHF | 99.44% | 99.44% |
14.05.2024 | 156.82% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'413 CHF | 5'707 CHF | 98.88% | 98.88% |
13.05.2024 | 138.75% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'231 CHF | 6'116 CHF | 98.75% | 98.75% |
10.05.2024 | 102.86% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'767 CHF | 7'383 CHF | 99.44% | 99.44% |
08.05.2024 | 94.16% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'654 CHF | 7'827 CHF | 99.63% | 99.63% |
07.05.2024 | 22.17% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 454'130 | 63'705 CHF | 31'774 CHF | 88.84% | 98.53% |
06.05.2024 | 13.02% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 71'990 CHF | 40'995 CHF | 99.58% | 99.58% |
03.05.2024 | 14.98% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 61'951 CHF | 35'976 CHF | 99.70% | 99.70% |
02.05.2024 | 18.16% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 50'093 CHF | 30'047 CHF | 99.60% | 99.60% |