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 | 71.84% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 9'414 CHF | 9'707 CHF | 96.64% | 96.64% |
15.05.2024 | 85.64% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 6'698 CHF | 8'349 CHF | 99.53% | 99.53% |
14.05.2024 | 62.25% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 13'192 CHF | 11'596 CHF | 93.88% | 93.88% |
13.05.2024 | 46.73% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 16'431 CHF | 13'216 CHF | 99.07% | 99.07% |
10.05.2024 | 61.47% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 11'281 CHF | 10'641 CHF | 99.56% | 99.56% |
08.05.2024 | 81.75% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 7'256 CHF | 8'628 CHF | 98.20% | 98.20% |
07.05.2024 | 68.17% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 9'687 CHF | 9'843 CHF | 98.43% | 98.43% |
06.05.2024 | 54.80% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 13'263 CHF | 11'632 CHF | 99.55% | 99.55% |
03.05.2024 | 55.09% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 13'178 CHF | 11'589 CHF | 95.42% | 95.42% |
02.05.2024 | 82.29% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 7'190 CHF | 8'595 CHF | 96.86% | 96.86% |