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 | 99.09% | 99.09% |
15.05.2024 | 156.81% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'423 CHF | 5'711 CHF | 98.86% | 98.86% |
14.05.2024 | 137.80% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'285 CHF | 6'143 CHF | 99.04% | 99.04% |
13.05.2024 | 162.51% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'178 CHF | 5'589 CHF | 94.46% | 94.46% |
10.05.2024 | 166.22% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'019 CHF | 5'509 CHF | 98.12% | 98.12% |
08.05.2024 | 90.81% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 6'435 CHF | 8'218 CHF | 96.90% | 96.90% |
07.05.2024 | 52.18% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 15'431 CHF | 12'716 CHF | 96.77% | 96.77% |
06.05.2024 | 39.53% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'415 CHF | 15'208 CHF | 98.90% | 98.90% |
03.05.2024 | 29.05% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 29'583 CHF | 19'791 CHF | 98.99% | 98.99% |
02.05.2024 | 39.52% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'418 CHF | 15'209 CHF | 99.32% | 99.32% |