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 | 164.26% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'101 CHF | 5'551 CHF | 99.17% | 99.17% |
15.05.2024 | 138.40% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'270 CHF | 6'135 CHF | 99.19% | 99.19% |
14.05.2024 | 134.51% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'498 CHF | 6'249 CHF | 98.01% | 98.01% |
13.05.2024 | 130.99% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'684 CHF | 6'342 CHF | 99.36% | 99.36% |
10.05.2024 | 123.69% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 3'103 CHF | 6'552 CHF | 98.56% | 98.56% |
08.05.2024 | 63.05% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 11'001 CHF | 10'501 CHF | 99.35% | 99.35% |
07.05.2024 | 68.53% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 9'625 CHF | 9'813 CHF | 99.34% | 99.34% |
06.05.2024 | 70.49% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 9'226 CHF | 9'613 CHF | 99.38% | 99.38% |
03.05.2024 | 48.92% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 15'599 CHF | 12'800 CHF | 99.26% | 99.26% |
02.05.2024 | 47.55% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 16'058 CHF | 13'029 CHF | 99.34% | 99.34% |