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 | 21.10% | 0.03 CHF | 0.04 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 64'631 CHF | 15'926 CHF | 99.12% | 99.12% |
14.05.2024 | 20.03% | 0.05 CHF | 0.06 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 68'149 CHF | 16'630 CHF | 99.27% | 99.27% |
13.05.2024 | 20.22% | 0.05 CHF | 0.06 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 67'476 CHF | 16'495 CHF | 98.75% | 98.75% |
10.05.2024 | 27.99% | 0.04 CHF | 0.05 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 46'364 CHF | 12'273 CHF | 99.27% | 99.27% |
08.05.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 45'000 CHF | 12'000 CHF | 99.27% | 99.27% |
07.05.2024 | 23.03% | 0.04 CHF | 0.05 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 58'092 CHF | 14'618 CHF | 98.03% | 98.03% |
06.05.2024 | 22.26% | 0.04 CHF | 0.05 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 59'912 CHF | 14'982 CHF | 99.27% | 99.27% |
03.05.2024 | 23.17% | 0.04 CHF | 0.05 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 57'764 CHF | 14'553 CHF | 99.10% | 99.10% |
02.05.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 60'000 CHF | 15'000 CHF | 99.24% | 99.24% |
30.04.2024 | 19.52% | 0.04 CHF | 0.05 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 70'042 CHF | 17'008 CHF | 98.01% | 98.01% |