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 | 18.63% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 453'336 | 48'772 CHF | 26'789 CHF | 100.00% | 100.00% |
15.05.2024 | 17.13% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 53'479 CHF | 31'739 CHF | 100.00% | 100.00% |
14.05.2024 | 15.58% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 59'245 CHF | 34'622 CHF | 92.21% | 92.21% |
13.05.2024 | 15.38% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 59'999 CHF | 35'000 CHF | 100.00% | 100.00% |
10.05.2024 | 16.57% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 499'980 | 55'363 CHF | 32'680 CHF | 100.00% | 100.00% |
08.05.2024 | 14.29% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 65'000 CHF | 37'500 CHF | 100.00% | 100.00% |
07.05.2024 | 13.08% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 999'582 | 499'975 | 71'501 CHF | 40'764 CHF | 100.00% | 100.00% |
06.05.2024 | 11.17% | 0.09 CHF | 0.10 CHF | 975'000 | 500'000 | 972'883 | 492'206 | 82'256 CHF | 46'542 CHF | 100.00% | 100.00% |
03.05.2024 | 10.15% | 0.09 CHF | 0.10 CHF | 875'000 | 450'000 | 873'503 | 613'532 | 81'861 CHF | 64'599 CHF | 97.87% | 97.87% |
02.05.2024 | 9.46% | 0.10 CHF | 0.11 CHF | 800'000 | 800'000 | 836'935 | 836'936 | 84'275 CHF | 92'644 CHF | 100.00% | 100.00% |