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 | 34.67% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 24'030 CHF | 17'015 CHF | 98.86% | 98.86% |
15.05.2024 | 57.52% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 13'431 CHF | 11'716 CHF | 99.16% | 99.16% |
14.05.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'000 CHF | 15'000 CHF | 98.72% | 98.72% |
13.05.2024 | 28.49% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'134 CHF | 20'067 CHF | 95.18% | 95.18% |
10.05.2024 | 27.83% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 31'171 CHF | 20'585 CHF | 98.89% | 98.89% |
08.05.2024 | 25.01% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 35'602 CHF | 22'801 CHF | 98.90% | 98.90% |
07.05.2024 | 27.12% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 32'284 CHF | 21'142 CHF | 98.88% | 98.88% |
06.05.2024 | 21.04% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 43'120 CHF | 26'560 CHF | 99.09% | 99.09% |
03.05.2024 | 15.89% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 484'285 | 58'610 CHF | 33'051 CHF | 98.60% | 98.60% |
02.05.2024 | 13.45% | 0.07 CHF | 0.08 CHF | 1'000'000 | 400'000 | 1'000'000 | 405'525 | 69'477 CHF | 32'180 CHF | 97.96% | 97.96% |