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 | 36.95% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 22'272 CHF | 16'136 CHF | 99.12% | 99.12% |
15.05.2024 | 42.68% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 18'997 CHF | 14'498 CHF | 99.47% | 99.47% |
14.05.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'000 CHF | 15'000 CHF | 99.34% | 99.34% |
13.05.2024 | 39.88% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'106 CHF | 15'053 CHF | 99.09% | 99.09% |
10.05.2024 | 29.99% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 28'762 CHF | 19'381 CHF | 97.08% | 97.08% |
08.05.2024 | 16.85% | 0.06 CHF | 0.07 CHF | 1'000'000 | 400'000 | 1'000'000 | 477'773 | 54'877 CHF | 30'838 CHF | 99.58% | 99.58% |
07.05.2024 | 15.02% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 421'599 | 62'371 CHF | 30'291 CHF | 99.66% | 99.66% |
06.05.2024 | 11.82% | 0.08 CHF | 0.09 CHF | 1'000'000 | 400'000 | 989'441 | 389'441 | 78'900 CHF | 34'885 CHF | 99.27% | 99.27% |
03.05.2024 | 9.03% | 0.11 CHF | 0.12 CHF | 900'000 | 300'000 | 898'717 | 302'750 | 95'578 CHF | 35'157 CHF | 97.07% | 97.07% |
02.05.2024 | 7.18% | 0.13 CHF | 0.14 CHF | 750'000 | 250'000 | 762'419 | 254'140 | 102'497 CHF | 36'707 CHF | 99.48% | 99.48% |