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 | 93.15% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'816 CHF | 7'908 CHF | 97.13% | 97.13% |
15.05.2024 | 70.08% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 9'488 CHF | 9'744 CHF | 98.29% | 98.29% |
14.05.2024 | 59.31% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 11'993 CHF | 10'996 CHF | 97.34% | 97.34% |
13.05.2024 | 57.14% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 12'629 CHF | 11'314 CHF | 92.66% | 92.66% |
10.05.2024 | 54.72% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 13'301 CHF | 11'651 CHF | 98.71% | 98.71% |
08.05.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'000 CHF | 15'000 CHF | 96.88% | 96.88% |
07.05.2024 | 39.52% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'422 CHF | 15'211 CHF | 96.51% | 96.51% |
06.05.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'000 CHF | 20'000 CHF | 90.44% | 90.44% |
03.05.2024 | 25.32% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 35'118 CHF | 22'559 CHF | 94.38% | 94.38% |
02.05.2024 | 22.64% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 39'337 CHF | 24'668 CHF | 97.77% | 97.77% |