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 | 75.02% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 8'942 CHF | 4'740 CHF | 99.84% | 99.84% |
15.05.2024 | 130.99% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 3'133 CHF | 3'198 CHF | 99.99% | 99.99% |
14.05.2024 | 65.17% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'400 | 250'000 | 10'729 CHF | 5'199 CHF | 99.00% | 99.00% |
13.05.2024 | 51.92% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 14'695 CHF | 6'174 CHF | 100.00% | 100.00% |
10.05.2024 | 50.87% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 989'541 | 250'000 | 15'150 CHF | 6'312 CHF | 100.00% | 100.00% |
08.05.2024 | 96.22% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'919 CHF | 4'044 CHF | 100.00% | 100.00% |
07.05.2024 | 163.38% | 0.00 CHF | 0.01 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 1'016 CHF | 2'507 CHF | 99.83% | 99.83% |
06.05.2024 | 113.01% | 0.00 CHF | 0.01 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 4'182 CHF | 3'519 CHF | 99.78% | 99.78% |
03.05.2024 | 102.45% | 0.00 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 4'845 CHF | 3'746 CHF | 100.00% | 100.00% |
02.05.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 990'766 | 250'000 | 4'954 CHF | 3'750 CHF | 100.00% | 100.00% |