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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 30.23% | 0.02 CHF | 0.03 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 28'153 CHF | 38'153 CHF | 100.00% | 100.00% |
16.05.2024 | 32.48% | 0.03 CHF | 0.04 CHF | 1'000'000 | 1'000'000 | 998'602 | 998'602 | 25'824 CHF | 35'824 CHF | 100.00% | 100.00% |
15.05.2024 | 31.40% | 0.03 CHF | 0.04 CHF | 1'000'000 | 1'000'000 | 970'090 | 970'090 | 30'266 CHF | 40'134 CHF | 98.49% | 99.55% |
14.05.2024 | 24.41% | 0.03 CHF | 0.04 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 36'063 CHF | 46'063 CHF | 99.84% | 99.84% |
13.05.2024 | 21.78% | 0.04 CHF | 0.05 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 40'946 CHF | 50'946 CHF | 100.00% | 100.00% |
10.05.2024 | 22.69% | 0.04 CHF | 0.05 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 39'144 CHF | 49'144 CHF | 100.00% | 100.00% |
08.05.2024 | 21.43% | 0.04 CHF | 0.05 CHF | 1'000'000 | 1'000'000 | 999'825 | 999'825 | 41'789 CHF | 51'789 CHF | 99.44% | 99.44% |
07.05.2024 | 18.18% | 0.04 CHF | 0.05 CHF | 1'000'000 | 1'000'000 | 999'077 | 999'077 | 50'218 CHF | 60'218 CHF | 100.00% | 100.00% |
06.05.2024 | 15.10% | 0.06 CHF | 0.07 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 61'625 CHF | 71'625 CHF | 99.74% | 99.74% |
03.05.2024 | 12.24% | 0.08 CHF | 0.09 CHF | 1'000'000 | 1'000'000 | 987'265 | 987'265 | 79'326 CHF | 89'284 CHF | 99.31% | 99.31% |