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 | 65.36% | 0.01 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 998'135 | 998'135 | 10'347 CHF | 20'347 CHF | 100.00% | 100.00% |
14.05.2024 | 59.93% | 0.01 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 999'407 | 999'407 | 11'721 CHF | 21'721 CHF | 100.00% | 100.00% |
13.05.2024 | 58.82% | 0.01 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 12'000 CHF | 22'000 CHF | 100.00% | 100.00% |
10.05.2024 | 56.61% | 0.01 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 12'716 CHF | 22'716 CHF | 100.00% | 100.00% |
08.05.2024 | 57.29% | 0.01 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 12'497 CHF | 22'497 CHF | 99.24% | 99.24% |
07.05.2024 | 58.09% | 0.01 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 999'038 | 999'038 | 12'246 CHF | 22'246 CHF | 97.36% | 97.36% |
06.05.2024 | 54.24% | 0.01 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 13'480 CHF | 23'480 CHF | 100.00% | 100.00% |
03.05.2024 | 54.83% | 0.01 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 13'289 CHF | 23'289 CHF | 100.00% | 100.00% |
02.05.2024 | 58.82% | 0.01 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 12'000 CHF | 22'000 CHF | 100.00% | 100.00% |
30.04.2024 | 58.86% | 0.01 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 999'439 | 999'439 | 11'993 CHF | 21'993 CHF | 100.00% | 100.00% |