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 | 157.96% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'367 CHF | 5'683 CHF | 98.89% | 98.89% |
15.05.2024 | 141.82% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'129 CHF | 6'064 CHF | 99.08% | 99.08% |
14.05.2024 | 116.06% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 3'643 CHF | 6'822 CHF | 98.76% | 98.76% |
13.05.2024 | 112.93% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 3'905 CHF | 6'952 CHF | 95.26% | 95.26% |
10.05.2024 | 128.49% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'810 CHF | 6'405 CHF | 98.91% | 98.91% |
08.05.2024 | 68.10% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 9'793 CHF | 9'896 CHF | 99.06% | 99.06% |
07.05.2024 | 53.98% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 15'977 CHF | 12'989 CHF | 97.78% | 97.78% |
06.05.2024 | 12.49% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 75'391 CHF | 42'696 CHF | 98.76% | 98.76% |
03.05.2024 | 11.44% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 82'599 CHF | 46'299 CHF | 99.09% | 99.09% |
02.05.2024 | 12.74% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 74'069 CHF | 42'034 CHF | 98.82% | 98.82% |