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 | 161.59% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'257 CHF | 5'628 CHF | 99.31% | 99.31% |
15.05.2024 | 160.77% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'280 CHF | 5'640 CHF | 99.15% | 99.15% |
14.05.2024 | 162.36% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'216 CHF | 5'608 CHF | 98.78% | 98.78% |
13.05.2024 | 104.93% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'648 CHF | 7'324 CHF | 98.34% | 98.34% |
10.05.2024 | 35.53% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 427'161 | 25'364 CHF | 14'895 CHF | 98.63% | 98.63% |
08.05.2024 | 42.30% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 499'217 | 20'030 CHF | 14'984 CHF | 98.80% | 98.80% |
07.05.2024 | 45.86% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 16'904 CHF | 13'452 CHF | 98.82% | 98.82% |
06.05.2024 | 84.27% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 7'014 CHF | 8'507 CHF | 98.98% | 98.98% |
03.05.2024 | 103.26% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'091 CHF | 7'546 CHF | 98.95% | 98.95% |
02.05.2024 | 78.83% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 7'927 CHF | 8'964 CHF | 97.98% | 97.98% |