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 | 59.98% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 11'693 CHF | 10'846 CHF | 96.09% | 96.09% |
15.05.2024 | 70.56% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 9'201 CHF | 9'600 CHF | 99.13% | 99.13% |
14.05.2024 | 66.64% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'011 CHF | 10'005 CHF | 93.92% | 93.92% |
13.05.2024 | 79.34% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 7'722 CHF | 8'861 CHF | 95.62% | 95.62% |
10.05.2024 | 67.26% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 9'926 CHF | 9'963 CHF | 99.58% | 99.58% |
08.05.2024 | 77.75% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 7'885 CHF | 8'943 CHF | 99.50% | 99.50% |
07.05.2024 | 59.09% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 11'936 CHF | 10'968 CHF | 99.57% | 99.57% |
06.05.2024 | 58.20% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 12'196 CHF | 11'098 CHF | 99.09% | 99.09% |
03.05.2024 | 54.16% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 13'532 CHF | 11'766 CHF | 98.07% | 98.07% |
02.05.2024 | 51.49% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 14'599 CHF | 12'300 CHF | 99.61% | 99.61% |