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 | 57.01% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 12'615 CHF | 11'308 CHF | 99.06% | 99.06% |
15.05.2024 | 48.17% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 15'779 CHF | 12'890 CHF | 98.90% | 98.90% |
14.05.2024 | 40.89% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 19'548 CHF | 14'774 CHF | 99.06% | 99.06% |
13.05.2024 | 46.79% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 16'477 CHF | 13'238 CHF | 94.44% | 94.44% |
10.05.2024 | 55.50% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 14'187 CHF | 12'094 CHF | 98.08% | 98.08% |
08.05.2024 | 20.71% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 476'088 | 44'323 CHF | 25'616 CHF | 96.90% | 96.90% |
07.05.2024 | 10.60% | 0.07 CHF | 0.08 CHF | 1'000'000 | 400'000 | 836'377 | 279'257 | 74'789 CHF | 27'758 CHF | 96.76% | 96.76% |
06.05.2024 | 8.11% | 0.10 CHF | 0.11 CHF | 750'000 | 250'000 | 725'388 | 241'796 | 86'116 CHF | 31'123 CHF | 99.04% | 99.04% |
03.05.2024 | 6.61% | 0.17 CHF | 0.18 CHF | 600'000 | 200'000 | 622'635 | 207'545 | 91'457 CHF | 32'561 CHF | 99.00% | 99.00% |
02.05.2024 | 8.12% | 0.13 CHF | 0.14 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 88'938 CHF | 32'146 CHF | 99.02% | 99.02% |