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 | 60.24% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 11'655 CHF | 10'828 CHF | 98.99% | 98.99% |
15.05.2024 | 40.31% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 19'884 CHF | 14'942 CHF | 94.75% | 94.75% |
14.05.2024 | 39.04% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'750 CHF | 15'375 CHF | 99.09% | 99.09% |
13.05.2024 | 49.84% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 15'973 CHF | 12'986 CHF | 98.78% | 98.78% |
10.05.2024 | 44.70% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 17'559 CHF | 13'780 CHF | 99.25% | 99.25% |
08.05.2024 | 21.23% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 50'257 CHF | 30'128 CHF | 93.34% | 93.34% |
07.05.2024 | 22.14% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 40'215 CHF | 25'107 CHF | 99.67% | 99.67% |
06.05.2024 | 20.35% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 44'642 CHF | 27'321 CHF | 99.55% | 99.55% |
03.05.2024 | 14.54% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 64'404 CHF | 37'202 CHF | 99.55% | 99.55% |
02.05.2024 | 12.64% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 74'422 CHF | 42'211 CHF | 99.59% | 99.59% |