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 | 91.70% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'919 CHF | 7'960 CHF | 98.59% | 98.59% |
13.05.2024 | 124.29% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 3'164 CHF | 6'582 CHF | 95.99% | 95.99% |
10.05.2024 | 157.35% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'423 CHF | 5'711 CHF | 96.65% | 96.65% |
08.05.2024 | 141.56% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'102 CHF | 6'051 CHF | 96.57% | 96.57% |
07.05.2024 | 125.74% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'978 CHF | 6'489 CHF | 97.35% | 97.35% |
06.05.2024 | 164.51% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'091 CHF | 5'545 CHF | 96.96% | 96.96% |
03.05.2024 | 142.62% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'037 CHF | 6'019 CHF | 96.93% | 96.93% |
02.05.2024 | 115.26% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 3'712 CHF | 6'856 CHF | 96.65% | 96.65% |
30.04.2024 | 146.40% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'851 CHF | 5'926 CHF | 98.22% | 98.22% |
29.04.2024 | 114.02% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'026 CHF | 7'013 CHF | 98.57% | 98.57% |