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 |
---|---|---|---|---|---|---|---|---|---|---|---|
- | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | - | - |
17.05.2024 | 38.18% | 0.04 CHF | 0.06 CHF | 1'000'000 | 250'000 | 995'443 | 336'672 | 42'863 CHF | 21'630 CHF | 100.00% | 100.00% |
16.05.2024 | 19.99% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 968'176 | 349'989 | 44'836 CHF | 20'413 CHF | 99.49% | 99.49% |
15.05.2024 | 163.64% | 0.00 CHF | 0.01 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 1'000 CHF | 2'500 CHF | 100.00% | 100.00% |
14.05.2024 | 160.20% | 0.00 CHF | 0.01 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 1'216 CHF | 2'585 CHF | 99.80% | 99.80% |
13.05.2024 | 94.02% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'896 CHF | 3'974 CHF | 100.00% | 100.00% |
10.05.2024 | 99.90% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 987'331 | 250'000 | 5'005 CHF | 3'777 CHF | 100.00% | 100.00% |
08.05.2024 | 137.90% | 0.00 CHF | 0.01 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 2'614 CHF | 3'172 CHF | 100.00% | 100.00% |
07.05.2024 | 149.57% | 0.00 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 1'882 CHF | 2'867 CHF | 99.77% | 99.77% |
06.05.2024 | 161.68% | 0.00 CHF | 0.01 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 1'123 CHF | 2'551 CHF | 99.78% | 99.78% |