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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24.05.2024 | 15.40% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 59'951 CHF | 34'975 CHF | 98.81% | 98.81% |
23.05.2024 | 15.81% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 58'491 CHF | 34'245 CHF | 94.50% | 94.50% |
22.05.2024 | 18.14% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 50'143 CHF | 30'072 CHF | 98.62% | 98.62% |
21.05.2024 | 17.95% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 50'842 CHF | 30'421 CHF | 96.46% | 96.46% |
17.05.2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 50'000 CHF | 30'000 CHF | 98.37% | 98.37% |
16.05.2024 | 17.72% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 51'662 CHF | 30'831 CHF | 99.09% | 99.09% |
15.05.2024 | 15.38% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 60'000 CHF | 35'000 CHF | 98.88% | 98.88% |
14.05.2024 | 14.61% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 63'767 CHF | 36'884 CHF | 99.07% | 99.07% |
13.05.2024 | 15.85% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 58'345 CHF | 34'173 CHF | 94.40% | 94.40% |
10.05.2024 | 17.68% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 51'789 CHF | 30'894 CHF | 98.10% | 98.10% |