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 | 35.87% | 0.02 CHF | 0.03 CHF | 1'500'000 | 100'000 | 1'500'000 | 100'000 | 34'661 CHF | 3'311 CHF | 99.27% | 99.27% |
15.05.2024 | 42.15% | 0.02 CHF | 0.03 CHF | 1'500'000 | 100'000 | 1'500'000 | 100'000 | 28'289 CHF | 2'886 CHF | 99.12% | 99.12% |
14.05.2024 | 35.90% | 0.02 CHF | 0.03 CHF | 1'500'000 | 100'000 | 1'500'000 | 100'000 | 34'563 CHF | 3'304 CHF | 99.27% | 99.27% |
13.05.2024 | 41.73% | 0.02 CHF | 0.03 CHF | 1'500'000 | 100'000 | 1'500'000 | 100'000 | 29'987 CHF | 2'999 CHF | 98.75% | 98.75% |
10.05.2024 | 31.62% | 0.02 CHF | 0.03 CHF | 1'500'000 | 100'000 | 1'500'000 | 100'000 | 40'588 CHF | 3'706 CHF | 99.27% | 99.27% |
08.05.2024 | 15.31% | 0.05 CHF | 0.06 CHF | 1'500'000 | 100'000 | 1'500'000 | 100'000 | 90'823 CHF | 7'055 CHF | 99.27% | 99.27% |
07.05.2024 | 14.69% | 0.06 CHF | 0.07 CHF | 1'500'000 | 100'000 | 1'500'000 | 100'000 | 95'061 CHF | 7'337 CHF | 99.27% | 99.27% |
06.05.2024 | 16.66% | 0.05 CHF | 0.06 CHF | 1'500'000 | 100'000 | 902'310 | 100'000 | 49'900 CHF | 6'519 CHF | 99.27% | 99.27% |
03.05.2024 | 16.03% | 0.05 CHF | 0.06 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 43'162 CHF | 6'755 CHF | 99.10% | 99.10% |
02.05.2024 | 18.41% | 0.05 CHF | 0.06 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 37'019 CHF | 5'936 CHF | 99.24% | 99.24% |