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 | 49.94% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'030 CHF | 6'257 CHF | 99.04% | 99.04% |
15.05.2024 | 36.95% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 22'291 CHF | 8'073 CHF | 99.18% | 99.18% |
14.05.2024 | 28.59% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 30'054 CHF | 10'013 CHF | 98.90% | 98.90% |
13.05.2024 | 38.01% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 993'602 | 250'000 | 21'542 CHF | 7'920 CHF | 99.15% | 99.15% |
10.05.2024 | 32.63% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 994'270 | 250'000 | 25'580 CHF | 8'935 CHF | 96.44% | 96.44% |
08.05.2024 | 23.15% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 38'506 CHF | 12'126 CHF | 99.17% | 99.17% |
07.05.2024 | 19.87% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 990'952 | 288'843 | 45'023 CHF | 16'121 CHF | 98.99% | 98.99% |
06.05.2024 | 15.81% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 864'853 | 439'281 | 50'366 CHF | 29'967 CHF | 98.96% | 98.96% |
03.05.2024 | 9.54% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 512'578 | 436'874 | 51'285 CHF | 49'514 CHF | 98.97% | 98.97% |
02.05.2024 | 7.91% | 0.13 CHF | 0.14 CHF | 375'000 | 375'000 | 425'152 | 425'153 | 51'663 CHF | 55'914 CHF | 98.84% | 98.84% |