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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 16.67% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 925'458 | 475'153 | 50'906 CHF | 30'888 CHF | 100.00% | 100.00% |
16.05.2024 | 19.28% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 354'455 | 47'011 CHF | 20'494 CHF | 99.91% | 99.91% |
15.05.2024 | 19.41% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 331'017 | 46'630 CHF | 19'011 CHF | 100.00% | 100.00% |
14.05.2024 | 19.68% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 293'030 | 45'870 CHF | 16'523 CHF | 99.76% | 99.76% |
13.05.2024 | 20.18% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 44'595 CHF | 13'649 CHF | 100.00% | 100.00% |
10.05.2024 | 20.00% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 45'000 CHF | 13'750 CHF | 100.00% | 100.00% |
08.05.2024 | 20.00% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 994'443 | 250'000 | 44'750 CHF | 13'750 CHF | 96.88% | 96.88% |
07.05.2024 | 19.81% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 278'279 | 45'521 CHF | 15'521 CHF | 99.83% | 99.83% |
06.05.2024 | 20.11% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 992'615 | 250'000 | 44'416 CHF | 13'687 CHF | 99.76% | 99.76% |
03.05.2024 | 20.05% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 44'888 CHF | 13'722 CHF | 100.00% | 100.00% |