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 | 164.68% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'084 CHF | 5'542 CHF | 98.89% | 98.89% |
15.05.2024 | 134.15% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'533 CHF | 6'267 CHF | 98.35% | 98.35% |
14.05.2024 | 131.41% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'667 CHF | 6'333 CHF | 98.68% | 98.68% |
13.05.2024 | 130.23% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'707 CHF | 6'354 CHF | 94.85% | 94.85% |
10.05.2024 | 120.67% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 3'327 CHF | 6'663 CHF | 98.80% | 98.80% |
08.05.2024 | 111.93% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 3'966 CHF | 6'983 CHF | 98.77% | 98.77% |
07.05.2024 | 87.97% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 6'397 CHF | 8'199 CHF | 99.16% | 99.16% |
06.05.2024 | 74.32% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 8'483 CHF | 9'241 CHF | 99.11% | 99.11% |
03.05.2024 | 67.14% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 9'923 CHF | 9'962 CHF | 99.06% | 99.06% |
02.05.2024 | 64.62% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'531 CHF | 10'266 CHF | 98.79% | 98.79% |