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 | 150.54% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'706 CHF | 5'853 CHF | 99.26% | 99.26% |
15.05.2024 | 166.61% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'002 CHF | 5'501 CHF | 99.40% | 99.40% |
14.05.2024 | 166.67% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'000 CHF | 5'500 CHF | 99.09% | 99.09% |
13.05.2024 | 166.67% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'000 CHF | 5'500 CHF | 99.35% | 99.35% |
10.05.2024 | 166.67% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'000 CHF | 5'500 CHF | 99.39% | 99.39% |
08.05.2024 | 147.58% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'808 CHF | 5'904 CHF | 99.37% | 99.37% |
07.05.2024 | 140.70% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'121 CHF | 6'060 CHF | 99.41% | 99.41% |
06.05.2024 | 127.87% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'867 CHF | 6'433 CHF | 99.40% | 99.40% |
03.05.2024 | 101.16% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'918 CHF | 7'459 CHF | 99.19% | 99.19% |
02.05.2024 | 81.73% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 7'451 CHF | 8'726 CHF | 99.34% | 99.34% |