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 | 49.27% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 15'313 CHF | 12'656 CHF | 96.08% | 96.08% |
15.05.2024 | 56.77% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 12'639 CHF | 11'320 CHF | 99.12% | 99.12% |
14.05.2024 | 58.49% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 12'136 CHF | 11'068 CHF | 93.95% | 93.95% |
13.05.2024 | 65.78% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'293 CHF | 10'147 CHF | 95.63% | 95.63% |
10.05.2024 | 61.96% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 11'160 CHF | 10'580 CHF | 99.61% | 99.61% |
08.05.2024 | 69.70% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 9'413 CHF | 9'706 CHF | 99.40% | 99.40% |
07.05.2024 | 57.66% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 12'359 CHF | 11'179 CHF | 99.58% | 99.58% |
06.05.2024 | 55.02% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 13'194 CHF | 11'597 CHF | 99.08% | 99.08% |
03.05.2024 | 52.76% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 14'022 CHF | 12'011 CHF | 98.26% | 98.26% |
02.05.2024 | 51.97% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 14'345 CHF | 12'173 CHF | 99.58% | 99.58% |