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 | 66.95% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'036 CHF | 10'018 CHF | 99.02% | 99.02% |
14.05.2024 | 67.37% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'096 CHF | 10'048 CHF | 99.28% | 99.28% |
13.05.2024 | 155.95% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'583 CHF | 5'791 CHF | 98.90% | 98.90% |
10.05.2024 | 138.09% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'408 CHF | 6'204 CHF | 99.53% | 99.53% |
08.05.2024 | 148.82% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'766 CHF | 5'883 CHF | 91.97% | 91.97% |
07.05.2024 | 123.03% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 3'169 CHF | 6'585 CHF | 99.16% | 99.16% |
06.05.2024 | 81.60% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 7'590 CHF | 8'795 CHF | 99.17% | 99.17% |
03.05.2024 | 57.46% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 12'453 CHF | 11'226 CHF | 99.43% | 99.43% |
02.05.2024 | 92.36% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 6'192 CHF | 8'096 CHF | 94.35% | 94.35% |
30.04.2024 | 91.59% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'949 CHF | 7'974 CHF | 99.37% | 99.37% |