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 | 97.24% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'323 CHF | 7'662 CHF | 96.10% | 96.10% |
15.05.2024 | 115.83% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 3'669 CHF | 6'835 CHF | 99.13% | 99.13% |
14.05.2024 | 122.81% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 3'158 CHF | 6'579 CHF | 93.96% | 93.96% |
13.05.2024 | 139.39% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'360 CHF | 6'180 CHF | 95.63% | 95.63% |
10.05.2024 | 111.83% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 3'987 CHF | 6'993 CHF | 99.58% | 99.58% |
08.05.2024 | 159.15% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'351 CHF | 5'676 CHF | 99.46% | 99.46% |
07.05.2024 | 93.94% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'673 CHF | 7'836 CHF | 99.59% | 99.59% |
06.05.2024 | 97.22% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'325 CHF | 7'663 CHF | 99.08% | 99.08% |
03.05.2024 | 77.88% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 8'024 CHF | 9'012 CHF | 98.16% | 98.16% |
02.05.2024 | 69.24% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 9'730 CHF | 9'865 CHF | 99.57% | 99.57% |