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 | 17.17% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 947'555 | 482'117 | 50'488 CHF | 30'521 CHF | 100.00% | 100.00% |
16.05.2024 | 14.06% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 761'847 | 393'145 | 50'356 CHF | 29'932 CHF | 99.83% | 99.83% |
15.05.2024 | 16.04% | 0.07 CHF | 0.08 CHF | 850'000 | 425'000 | 888'269 | 453'013 | 50'956 CHF | 30'512 CHF | 100.00% | 100.00% |
14.05.2024 | 19.57% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 463'779 | 46'179 CHF | 26'059 CHF | 99.77% | 99.77% |
13.05.2024 | 19.41% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 997'484 | 426'160 | 46'511 CHF | 24'238 CHF | 100.00% | 100.00% |
10.05.2024 | 16.97% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 927'356 | 475'785 | 50'081 CHF | 30'453 CHF | 100.00% | 100.00% |
08.05.2024 | 18.14% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 998'439 | 499'479 | 50'055 CHF | 30'036 CHF | 100.00% | 100.00% |
07.05.2024 | 19.26% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 345'130 | 47'046 CHF | 19'925 CHF | 99.83% | 99.83% |
06.05.2024 | 21.94% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 40'634 CHF | 12'658 CHF | 99.77% | 99.77% |
03.05.2024 | 22.36% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 39'855 CHF | 12'464 CHF | 99.71% | 99.71% |