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 | 73.79% | 0.01 CHF | 0.02 CHF | 1'500'000 | 50'000 | 1'500'000 | 50'000 | 12'856 CHF | 929 CHF | 99.27% | 99.27% |
15.05.2024 | 75.51% | 0.01 CHF | 0.02 CHF | 1'500'000 | 50'000 | 1'500'000 | 50'000 | 12'387 CHF | 913 CHF | 99.13% | 99.13% |
14.05.2024 | 74.83% | 0.01 CHF | 0.02 CHF | 1'500'000 | 50'000 | 1'500'000 | 50'000 | 12'571 CHF | 919 CHF | 99.27% | 99.27% |
13.05.2024 | 70.39% | 0.01 CHF | 0.02 CHF | 1'500'000 | 50'000 | 1'500'000 | 50'000 | 13'894 CHF | 963 CHF | 98.75% | 98.75% |
10.05.2024 | 67.35% | 0.01 CHF | 0.02 CHF | 1'500'000 | 50'000 | 1'500'000 | 50'000 | 14'792 CHF | 993 CHF | 99.27% | 99.27% |
08.05.2024 | 64.61% | 0.01 CHF | 0.02 CHF | 1'500'000 | 50'000 | 1'500'000 | 50'000 | 15'757 CHF | 1'025 CHF | 99.27% | 99.27% |
07.05.2024 | 58.72% | 0.01 CHF | 0.02 CHF | 1'500'000 | 50'000 | 1'500'000 | 50'000 | 18'101 CHF | 1'103 CHF | 99.27% | 99.27% |
06.05.2024 | 67.35% | 0.01 CHF | 0.02 CHF | 1'500'000 | 50'000 | 1'500'000 | 50'000 | 14'812 CHF | 994 CHF | 99.27% | 99.27% |
03.05.2024 | 55.69% | 0.01 CHF | 0.02 CHF | 1'500'000 | 50'000 | 1'500'000 | 50'000 | 19'489 CHF | 1'150 CHF | 99.10% | 99.10% |
02.05.2024 | 52.81% | 0.02 CHF | 0.03 CHF | 1'500'000 | 50'000 | 1'500'000 | 50'000 | 21'105 CHF | 1'204 CHF | 99.23% | 99.23% |