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 | 43.20% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 18'173 CHF | 14'087 CHF | 98.55% | 98.55% |
15.05.2024 | 41.38% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 19'245 CHF | 14'623 CHF | 92.97% | 92.97% |
14.05.2024 | 41.36% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 19'197 CHF | 14'598 CHF | 91.59% | 91.59% |
13.05.2024 | 50.74% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 14'737 CHF | 12'369 CHF | 85.90% | 85.90% |
10.05.2024 | 54.03% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 13'522 CHF | 11'761 CHF | 87.13% | 87.13% |
08.05.2024 | 65.60% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'401 CHF | 10'201 CHF | 97.75% | 97.75% |
07.05.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'000 CHF | 15'000 CHF | 86.86% | 86.86% |
06.05.2024 | 37.75% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 21'968 CHF | 15'984 CHF | 85.77% | 85.77% |
03.05.2024 | 39.92% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'071 CHF | 15'035 CHF | 92.10% | 92.10% |
02.05.2024 | 38.64% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 21'193 CHF | 15'596 CHF | 92.05% | 92.05% |