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 | 29.47% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 499'406 | 29'260 CHF | 19'601 CHF | 98.21% | 98.21% |
15.05.2024 | 39.69% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'272 CHF | 15'136 CHF | 97.76% | 97.76% |
14.05.2024 | 28.61% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 29'963 CHF | 19'981 CHF | 98.93% | 98.93% |
13.05.2024 | 28.56% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'018 CHF | 20'009 CHF | 90.58% | 90.58% |
10.05.2024 | 28.22% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'547 CHF | 20'274 CHF | 97.15% | 97.15% |
08.05.2024 | 18.15% | 0.05 CHF | 0.06 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 50'125 CHF | 24'050 CHF | 93.18% | 93.18% |
07.05.2024 | 18.36% | 0.05 CHF | 0.06 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 49'598 CHF | 23'839 CHF | 95.18% | 95.18% |
06.05.2024 | 17.49% | 0.05 CHF | 0.06 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 52'465 CHF | 24'986 CHF | 92.77% | 92.77% |
03.05.2024 | 15.68% | 0.06 CHF | 0.07 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 58'929 CHF | 27'572 CHF | 94.89% | 94.89% |
02.05.2024 | 15.36% | 0.06 CHF | 0.07 CHF | 1'000'000 | 400'000 | 999'102 | 399'102 | 60'133 CHF | 28'007 CHF | 95.46% | 95.46% |