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 | 166.67% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'000 CHF | 5'500 CHF | 98.16% | 98.16% |
15.05.2024 | 153.49% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'597 CHF | 5'798 CHF | 95.49% | 95.49% |
14.05.2024 | 150.68% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'680 CHF | 5'840 CHF | 97.69% | 97.69% |
13.05.2024 | 126.40% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'948 CHF | 6'474 CHF | 93.26% | 93.26% |
10.05.2024 | 139.75% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'181 CHF | 6'091 CHF | 96.58% | 96.58% |
08.05.2024 | 66.67% | 0.01 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'000 CHF | 10'000 CHF | 13.73% | 98.54% |
07.05.2024 | 60.46% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 12'329 CHF | 11'164 CHF | 97.54% | 97.54% |
06.05.2024 | 66.56% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'038 CHF | 10'019 CHF | 98.35% | 98.35% |
03.05.2024 | 46.99% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 18'975 CHF | 14'487 CHF | 97.93% | 97.93% |
02.05.2024 | 20.86% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 43'380 CHF | 26'690 CHF | 97.48% | 97.48% |