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 | 101.93% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'856 CHF | 7'428 CHF | 99.06% | 99.06% |
15.05.2024 | 87.22% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 6'492 CHF | 8'246 CHF | 98.90% | 98.90% |
14.05.2024 | 76.03% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 8'188 CHF | 9'094 CHF | 99.05% | 99.05% |
13.05.2024 | 87.99% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 6'416 CHF | 8'208 CHF | 94.49% | 94.49% |
10.05.2024 | 96.86% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'364 CHF | 7'682 CHF | 98.10% | 98.10% |
08.05.2024 | 46.13% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 16'903 CHF | 13'452 CHF | 96.90% | 96.90% |
07.05.2024 | 24.67% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 36'152 CHF | 23'076 CHF | 96.75% | 96.75% |
06.05.2024 | 18.50% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 486'715 | 49'602 CHF | 28'877 CHF | 99.07% | 99.07% |
03.05.2024 | 14.62% | 0.07 CHF | 0.08 CHF | 1'000'000 | 400'000 | 1'000'000 | 402'074 | 63'918 CHF | 29'708 CHF | 99.01% | 99.01% |
02.05.2024 | 17.69% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 498'807 | 51'747 CHF | 30'790 CHF | 99.29% | 99.29% |