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 | 37.54% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 21'665 CHF | 15'832 CHF | 99.30% | 99.30% |
15.05.2024 | 31.12% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 499'832 | 27'774 CHF | 18'880 CHF | 98.78% | 98.78% |
14.05.2024 | 31.97% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 27'027 CHF | 18'513 CHF | 96.81% | 96.81% |
13.05.2024 | 39.52% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'420 CHF | 15'210 CHF | 94.60% | 94.60% |
10.05.2024 | 26.83% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 417'450 | 32'742 CHF | 17'795 CHF | 99.60% | 99.60% |
08.05.2024 | 18.20% | 0.05 CHF | 0.06 CHF | 1'000'000 | 400'000 | 993'710 | 393'710 | 49'645 CHF | 23'606 CHF | 99.24% | 99.24% |
07.05.2024 | 14.43% | 0.05 CHF | 0.06 CHF | 900'000 | 300'000 | 896'544 | 298'848 | 58'143 CHF | 22'370 CHF | 98.00% | 98.00% |
06.05.2024 | 12.73% | 0.09 CHF | 0.10 CHF | 750'000 | 250'000 | 757'278 | 252'426 | 55'991 CHF | 21'188 CHF | 97.17% | 97.17% |
03.05.2024 | 13.29% | 0.07 CHF | 0.08 CHF | 750'000 | 250'000 | 879'772 | 293'257 | 61'805 CHF | 23'534 CHF | 98.87% | 98.87% |
02.05.2024 | 11.94% | 0.07 CHF | 0.08 CHF | 900'000 | 300'000 | 798'003 | 266'001 | 62'839 CHF | 23'607 CHF | 99.27% | 99.27% |