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 | 59.11% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 12'090 CHF | 11'045 CHF | 99.30% | 99.30% |
15.05.2024 | 90.09% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 6'247 CHF | 8'124 CHF | 99.38% | 99.38% |
14.05.2024 | 93.41% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'736 CHF | 7'868 CHF | 99.02% | 99.02% |
13.05.2024 | 89.13% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 6'236 CHF | 8'118 CHF | 99.38% | 99.38% |
10.05.2024 | 84.59% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 6'838 CHF | 8'419 CHF | 99.41% | 99.41% |
08.05.2024 | 65.30% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'512 CHF | 10'256 CHF | 99.37% | 99.37% |
07.05.2024 | 66.57% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'036 CHF | 10'018 CHF | 99.38% | 99.38% |
06.05.2024 | 56.63% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 13'763 CHF | 11'881 CHF | 99.35% | 99.35% |
03.05.2024 | 39.76% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'208 CHF | 15'104 CHF | 99.27% | 99.27% |
02.05.2024 | 32.59% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 26'486 CHF | 18'243 CHF | 99.34% | 99.34% |