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 | 66.64% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 992'019 | 250'000 | 9'928 CHF | 5'002 CHF | 99.03% | 99.03% |
15.05.2024 | 50.04% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'859 | 250'000 | 14'880 CHF | 6'247 CHF | 99.14% | 99.14% |
14.05.2024 | 44.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 18'000 CHF | 7'000 CHF | 98.86% | 98.86% |
13.05.2024 | 38.06% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'046 | 250'000 | 21'335 CHF | 7'864 CHF | 99.17% | 99.17% |
10.05.2024 | 38.92% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 995'087 | 250'000 | 20'713 CHF | 7'703 CHF | 96.50% | 96.50% |
08.05.2024 | 39.85% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'112 CHF | 7'528 CHF | 99.17% | 99.17% |
07.05.2024 | 34.20% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'484 | 250'000 | 24'217 CHF | 8'587 CHF | 98.97% | 98.97% |
06.05.2024 | 28.11% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 993'633 | 250'000 | 30'452 CHF | 10'161 CHF | 98.97% | 98.97% |
03.05.2024 | 26.56% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 994'096 | 250'000 | 32'783 CHF | 10'741 CHF | 98.78% | 98.78% |
02.05.2024 | 23.69% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 992'927 | 250'000 | 37'072 CHF | 11'839 CHF | 98.80% | 98.80% |