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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 93.21% | 0.03 CHF | 0.07 CHF | 1'000'000 | 250'000 | 992'429 | 250'000 | 22'865 CHF | 15'764 CHF | 99.39% | 99.39% |
14.05.2024 | 100.56% | 0.02 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 19'927 CHF | 14'982 CHF | 99.16% | 99.16% |
13.05.2024 | 107.53% | 0.02 CHF | 0.06 CHF | 1'000'000 | 250'000 | 994'161 | 250'000 | 17'273 CHF | 14'341 CHF | 99.38% | 99.38% |
10.05.2024 | 88.23% | 0.03 CHF | 0.07 CHF | 1'000'000 | 250'000 | 981'427 | 250'000 | 24'901 CHF | 16'343 CHF | 99.38% | 99.38% |
08.05.2024 | 82.29% | 0.03 CHF | 0.07 CHF | 1'000'000 | 250'000 | 993'616 | 250'000 | 28'751 CHF | 17'244 CHF | 79.55% | 79.55% |
07.05.2024 | 77.87% | 0.04 CHF | 0.08 CHF | 1'000'000 | 250'000 | 993'153 | 336'659 | 35'425 CHF | 26'703 CHF | 99.22% | 99.22% |
06.05.2024 | 151.31% | 0.02 CHF | 0.06 CHF | 1'000'000 | 250'000 | 993'667 | 250'000 | 6'945 CHF | 11'700 CHF | 99.20% | 99.20% |
03.05.2024 | 190.24% | 0.00 CHF | 0.04 CHF | 1'000'000 | 250'000 | 992'140 | 250'000 | 992 CHF | 10'000 CHF | 99.38% | 99.38% |
02.05.2024 | 165.32% | 0.00 CHF | 0.04 CHF | 1'000'000 | 250'000 | 977'775 | 250'000 | 4'575 CHF | 11'168 CHF | 99.39% | 99.39% |
30.04.2024 | 134.90% | 0.03 CHF | 0.07 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 13'412 CHF | 13'285 CHF | 99.44% | 99.44% |