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 | 75.02% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 8'351 CHF | 9'175 CHF | 99.19% | 99.19% |
15.05.2024 | 77.48% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 7'943 CHF | 8'971 CHF | 99.57% | 99.57% |
14.05.2024 | 90.37% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 6'071 CHF | 8'035 CHF | 97.57% | 97.57% |
13.05.2024 | 106.15% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'460 CHF | 7'230 CHF | 99.58% | 99.58% |
10.05.2024 | 76.29% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 8'206 CHF | 9'103 CHF | 99.36% | 99.36% |
08.05.2024 | 98.47% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'169 CHF | 7'585 CHF | 95.13% | 95.13% |
07.05.2024 | 85.99% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 6'650 CHF | 8'325 CHF | 98.80% | 98.80% |
06.05.2024 | 77.84% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 7'860 CHF | 8'930 CHF | 98.54% | 98.54% |
03.05.2024 | 84.68% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 6'849 CHF | 8'425 CHF | 96.73% | 96.73% |
02.05.2024 | 79.48% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 7'607 CHF | 8'804 CHF | 99.27% | 99.27% |