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 | 22.22% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 40'000 CHF | 25'000 CHF | 98.91% | 98.91% |
15.05.2024 | 18.24% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 49'846 CHF | 29'923 CHF | 99.17% | 99.17% |
14.05.2024 | 19.70% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 46'235 CHF | 28'117 CHF | 98.42% | 98.42% |
13.05.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 40'000 CHF | 25'000 CHF | 95.20% | 95.20% |
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 | 98.86% | 98.86% |
08.05.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 40'000 CHF | 25'000 CHF | 98.89% | 98.89% |
07.05.2024 | 20.57% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 44'090 CHF | 27'045 CHF | 97.84% | 97.84% |
06.05.2024 | 21.99% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 40'566 CHF | 25'283 CHF | 99.06% | 99.06% |
03.05.2024 | 26.13% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 33'847 CHF | 21'923 CHF | 98.61% | 98.61% |
02.05.2024 | 25.33% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 35'110 CHF | 22'555 CHF | 98.00% | 98.00% |