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 | 166.32% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'014 CHF | 5'507 CHF | 97.77% | 97.77% |
15.05.2024 | 141.96% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'244 CHF | 6'122 CHF | 98.03% | 98.03% |
14.05.2024 | 130.65% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'684 CHF | 6'342 CHF | 92.22% | 92.22% |
13.05.2024 | 135.70% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'401 CHF | 6'200 CHF | 90.57% | 90.57% |
10.05.2024 | 133.93% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'500 CHF | 6'250 CHF | 95.93% | 95.93% |
08.05.2024 | 101.48% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'867 CHF | 7'433 CHF | 94.02% | 94.02% |
07.05.2024 | 95.87% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'478 CHF | 7'739 CHF | 92.83% | 92.83% |
06.05.2024 | 78.01% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 7'862 CHF | 8'931 CHF | 96.84% | 96.84% |
03.05.2024 | 66.09% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'197 CHF | 10'098 CHF | 97.73% | 97.73% |
02.05.2024 | 65.39% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'313 CHF | 10'157 CHF | 95.88% | 95.88% |