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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 16.62% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 55'568 CHF | 32'784 CHF | 99.44% | 99.44% |
14.05.2024 | 16.22% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 57'011 CHF | 33'505 CHF | 96.35% | 96.35% |
13.05.2024 | 18.19% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 49'981 CHF | 29'991 CHF | 99.02% | 99.02% |
10.05.2024 | 18.45% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 49'342 CHF | 29'671 CHF | 99.23% | 99.23% |
08.05.2024 | 21.03% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 42'952 CHF | 26'476 CHF | 99.40% | 99.40% |
07.05.2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 50'000 CHF | 30'000 CHF | 99.39% | 99.39% |
06.05.2024 | 18.16% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 50'062 CHF | 30'031 CHF | 99.17% | 99.17% |
03.05.2024 | 15.99% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 57'848 CHF | 33'924 CHF | 99.22% | 99.22% |
02.05.2024 | 13.74% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 68'038 CHF | 39'019 CHF | 98.87% | 98.87% |
30.04.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 40'000 CHF | 25'000 CHF | 99.39% | 99.39% |