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 | 23.25% | 0.04 CHF | 0.05 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 57'046 CHF | 12'008 CHF | 99.27% | 99.27% |
15.05.2024 | 23.75% | 0.04 CHF | 0.05 CHF | 1'500'000 | 250'000 | 1'499'860 | 250'000 | 55'691 CHF | 11'783 CHF | 99.12% | 99.12% |
14.05.2024 | 28.22% | 0.03 CHF | 0.04 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 45'755 CHF | 10'126 CHF | 99.27% | 99.27% |
13.05.2024 | 33.73% | 0.03 CHF | 0.04 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 37'021 CHF | 8'670 CHF | 98.75% | 98.75% |
10.05.2024 | 30.66% | 0.03 CHF | 0.04 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 41'525 CHF | 9'421 CHF | 99.27% | 99.27% |
08.05.2024 | 36.10% | 0.02 CHF | 0.03 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 34'086 CHF | 8'181 CHF | 99.27% | 99.27% |
07.05.2024 | 34.26% | 0.03 CHF | 0.04 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 36'310 CHF | 8'552 CHF | 99.27% | 99.27% |
06.05.2024 | 36.31% | 0.02 CHF | 0.03 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 33'835 CHF | 8'139 CHF | 99.27% | 99.27% |
03.05.2024 | 36.83% | 0.02 CHF | 0.03 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 33'290 CHF | 8'048 CHF | 99.10% | 99.10% |
02.05.2024 | 48.19% | 0.02 CHF | 0.03 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 23'673 CHF | 6'445 CHF | 99.24% | 99.24% |