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 | 71.49% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 9'023 CHF | 9'511 CHF | 99.47% | 99.47% |
15.05.2024 | 71.26% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 9'079 CHF | 9'540 CHF | 99.72% | 99.72% |
14.05.2024 | 62.33% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 11'080 CHF | 10'540 CHF | 99.28% | 99.28% |
13.05.2024 | 65.26% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'339 CHF | 10'169 CHF | 99.02% | 99.02% |
10.05.2024 | 55.23% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 13'135 CHF | 11'567 CHF | 98.28% | 98.28% |
08.05.2024 | 49.45% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 15'578 CHF | 12'789 CHF | 99.55% | 99.55% |
07.05.2024 | 53.51% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 13'750 CHF | 11'875 CHF | 99.65% | 99.65% |
06.05.2024 | 53.13% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 13'862 CHF | 11'931 CHF | 99.58% | 99.58% |
03.05.2024 | 49.33% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 15'355 CHF | 12'678 CHF | 99.44% | 99.44% |
02.05.2024 | 55.27% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 13'120 CHF | 11'560 CHF | 99.09% | 99.09% |