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 | 81.22% | 0.01 CHF | 0.02 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 11'030 CHF | 2'603 CHF | 99.09% | 99.09% |
14.05.2024 | 86.86% | 0.01 CHF | 0.02 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 10'301 CHF | 2'530 CHF | 99.27% | 99.27% |
13.05.2024 | 106.91% | 0.00 CHF | 0.01 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 6'626 CHF | 2'163 CHF | 98.81% | 98.81% |
10.05.2024 | 94.02% | 0.00 CHF | 0.01 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 8'696 CHF | 2'370 CHF | 99.27% | 99.27% |
08.05.2024 | 162.48% | 0.01 CHF | 0.02 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 1'833 CHF | 1'683 CHF | 99.27% | 99.27% |
07.05.2024 | 126.18% | 0.00 CHF | 0.01 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 4'581 CHF | 1'958 CHF | 99.27% | 99.27% |
06.05.2024 | 124.55% | 0.00 CHF | 0.01 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 4'548 CHF | 1'955 CHF | 99.27% | 99.27% |
03.05.2024 | 111.86% | 0.00 CHF | 0.01 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 6'015 CHF | 2'101 CHF | 99.15% | 99.15% |
02.05.2024 | 142.86% | 0.00 CHF | 0.01 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 3'000 CHF | 1'800 CHF | 99.19% | 99.19% |
30.04.2024 | 153.40% | 0.00 CHF | 0.01 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 2'336 CHF | 1'734 CHF | 99.27% | 99.27% |