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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 57.60% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 12'413 CHF | 11'206 CHF | 99.00% | 99.00% |
14.05.2024 | 60.50% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 11'637 CHF | 10'818 CHF | 99.30% | 99.30% |
13.05.2024 | 117.43% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 3'684 CHF | 6'842 CHF | 98.90% | 98.90% |
10.05.2024 | 98.70% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'239 CHF | 7'620 CHF | 99.50% | 99.50% |
08.05.2024 | 95.17% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'537 CHF | 7'769 CHF | 92.02% | 92.02% |
07.05.2024 | 83.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 6'998 CHF | 8'499 CHF | 99.18% | 99.18% |
06.05.2024 | 65.90% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'462 CHF | 10'231 CHF | 99.17% | 99.17% |
03.05.2024 | 55.55% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 13'020 CHF | 11'510 CHF | 99.20% | 99.20% |
02.05.2024 | 89.42% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 6'387 CHF | 8'194 CHF | 94.52% | 94.52% |
30.04.2024 | 90.61% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 6'063 CHF | 8'031 CHF | 99.34% | 99.34% |