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 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'000 CHF | 20'000 CHF | 97.84% | 97.84% |
15.05.2024 | 22.76% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 39'160 CHF | 24'580 CHF | 97.46% | 97.46% |
14.05.2024 | 17.78% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 51'450 CHF | 30'725 CHF | 97.19% | 97.19% |
13.05.2024 | 19.58% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 46'933 CHF | 28'466 CHF | 99.11% | 99.11% |
10.05.2024 | 16.12% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 57'400 CHF | 33'700 CHF | 99.60% | 99.60% |
08.05.2024 | 12.90% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 72'806 CHF | 41'403 CHF | 99.52% | 99.52% |
07.05.2024 | 12.30% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 76'601 CHF | 43'301 CHF | 99.60% | 99.60% |
06.05.2024 | 10.49% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 90'408 CHF | 50'204 CHF | 99.55% | 99.55% |
03.05.2024 | 6.90% | 0.13 CHF | 0.14 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 142'184 CHF | 76'092 CHF | 99.39% | 99.39% |
02.05.2024 | 4.40% | 0.21 CHF | 0.22 CHF | 1'000'000 | 400'000 | 1'000'000 | 415'507 | 222'815 CHF | 96'516 CHF | 99.55% | 99.55% |