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 | 22.31% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 39'856 CHF | 24'928 CHF | 98.93% | 98.93% |
15.05.2024 | 19.11% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 47'692 CHF | 28'846 CHF | 99.16% | 99.16% |
14.05.2024 | 21.98% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 40'609 CHF | 25'305 CHF | 98.41% | 98.41% |
13.05.2024 | 27.06% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 32'384 CHF | 21'192 CHF | 95.21% | 95.21% |
10.05.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 40'000 CHF | 25'000 CHF | 98.88% | 98.88% |
08.05.2024 | 22.16% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 40'159 CHF | 25'079 CHF | 98.93% | 98.93% |
07.05.2024 | 20.26% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 44'863 CHF | 27'431 CHF | 98.88% | 98.88% |
06.05.2024 | 21.86% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 41'062 CHF | 25'531 CHF | 99.07% | 99.07% |
03.05.2024 | 26.19% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 33'744 CHF | 21'872 CHF | 98.61% | 98.61% |
02.05.2024 | 23.72% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 37'634 CHF | 23'817 CHF | 99.09% | 99.09% |