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 | - | - CHF | 0.02 CHF | 0 | 1'000'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.45% |
15.05.2024 | - | - CHF | 0.02 CHF | 0 | 1'000'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.56% |
14.05.2024 | - | - CHF | 0.02 CHF | 0 | 1'000'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.86% |
13.05.2024 | 60.02% | 0.01 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 11'695 CHF | 21'695 CHF | 2.48% | 100.00% |
10.05.2024 | 58.81% | 0.01 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 12'006 CHF | 22'006 CHF | 86.12% | 100.00% |
08.05.2024 | 25.23% | 0.04 CHF | 0.05 CHF | 1'000'000 | 1'000'000 | 999'855 | 999'855 | 34'806 CHF | 44'806 CHF | 99.45% | 99.45% |
07.05.2024 | 13.60% | 0.04 CHF | 0.05 CHF | 1'000'000 | 1'000'000 | 999'135 | 999'135 | 70'192 CHF | 80'192 CHF | 100.00% | 100.00% |
06.05.2024 | 7.47% | 0.11 CHF | 0.12 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 132'539 CHF | 142'539 CHF | 99.72% | 99.72% |
03.05.2024 | 4.38% | 0.22 CHF | 0.23 CHF | 1'000'000 | 1'000'000 | 987'408 | 987'408 | 234'049 CHF | 244'007 CHF | 99.28% | 99.28% |
02.05.2024 | 3.39% | 0.30 CHF | 0.31 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 290'849 CHF | 300'849 CHF | 98.90% | 98.90% |