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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29.05.2024 | 130.96% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'666 CHF | 6'333 CHF | 99.48% | 99.48% |
28.05.2024 | 161.71% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'217 CHF | 5'609 CHF | 99.60% | 99.60% |
27.05.2024 | 166.67% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'000 CHF | 5'500 CHF | 98.64% | 98.64% |
24.05.2024 | 139.56% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'212 CHF | 6'106 CHF | 94.74% | 94.74% |
23.05.2024 | 143.23% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'989 CHF | 5'995 CHF | 94.39% | 94.39% |
22.05.2024 | 137.65% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'421 CHF | 6'210 CHF | 99.57% | 99.57% |
21.05.2024 | 110.77% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'442 CHF | 7'221 CHF | 98.39% | 98.39% |
17.05.2024 | 67.18% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'097 CHF | 10'049 CHF | 99.40% | 99.40% |
16.05.2024 | 17.39% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 795'631 | 342'058 | 52'748 CHF | 23'524 CHF | 92.33% | 92.33% |
15.05.2024 | 6.75% | 0.15 CHF | 0.16 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 85'958 CHF | 30'653 CHF | 98.51% | 98.51% |