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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 64.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'998 CHF | 10'499 CHF | 93.77% | 93.77% |
22.05.2024 | 65.20% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'549 CHF | 10'275 CHF | 98.35% | 98.35% |
21.05.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'000 CHF | 15'000 CHF | 93.19% | 93.19% |
17.05.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 426'893 | 40'000 CHF | 21'345 CHF | 97.30% | 97.30% |
16.05.2024 | 16.48% | 0.05 CHF | 0.06 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 56'121 CHF | 26'448 CHF | 98.52% | 98.52% |
15.05.2024 | 7.24% | 0.12 CHF | 0.13 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 60'791 CHF | 21'764 CHF | 92.73% | 92.73% |
14.05.2024 | 5.87% | 0.16 CHF | 0.17 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 74'657 CHF | 26'386 CHF | 91.16% | 91.16% |
13.05.2024 | 9.38% | 0.13 CHF | 0.14 CHF | 450'000 | 150'000 | 485'966 | 161'989 | 49'377 CHF | 18'079 CHF | 85.95% | 85.95% |
10.05.2024 | 11.85% | 0.08 CHF | 0.09 CHF | 600'000 | 200'000 | 612'693 | 204'231 | 48'799 CHF | 18'309 CHF | 87.16% | 87.16% |
08.05.2024 | 11.98% | 0.08 CHF | 0.09 CHF | 750'000 | 250'000 | 775'395 | 258'856 | 61'476 CHF | 23'104 CHF | 97.76% | 97.76% |