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 | 43.18% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 19'515 CHF | 14'757 CHF | 98.14% | 98.14% |
15.05.2024 | 28.01% | 0.03 CHF | 0.04 CHF | 1'000'000 | 400'000 | 1'000'000 | 404'293 | 30'885 CHF | 16'526 CHF | 97.99% | 97.99% |
14.05.2024 | 30.96% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 491'434 | 28'007 CHF | 18'640 CHF | 98.91% | 98.91% |
13.05.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 489'827 | 30'000 CHF | 19'593 CHF | 90.56% | 90.56% |
10.05.2024 | 27.06% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 419'492 | 32'386 CHF | 17'734 CHF | 97.16% | 97.16% |
08.05.2024 | 48.32% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 16'195 CHF | 13'097 CHF | 93.20% | 93.20% |
07.05.2024 | 43.87% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 17'903 CHF | 13'952 CHF | 95.20% | 95.20% |
06.05.2024 | 36.78% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 22'319 CHF | 16'160 CHF | 92.69% | 92.69% |
03.05.2024 | 34.06% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 25'200 CHF | 17'600 CHF | 94.88% | 94.88% |
02.05.2024 | 30.85% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 28'008 CHF | 19'004 CHF | 95.43% | 95.43% |