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 | 18.67% | 0.05 CHF | 0.06 CHF | 1'000'000 | 1'000'000 | 998'616 | 998'616 | 48'660 CHF | 58'660 CHF | 100.00% | 100.00% |
15.05.2024 | 19.04% | 0.05 CHF | 0.06 CHF | 1'000'000 | 1'000'000 | 961'016 | 961'016 | 56'452 CHF | 66'290 CHF | 99.53% | 99.53% |
14.05.2024 | 13.29% | 0.07 CHF | 0.08 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 70'399 CHF | 80'399 CHF | 99.83% | 99.83% |
13.05.2024 | 12.44% | 0.08 CHF | 0.09 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 75'400 CHF | 85'400 CHF | 100.00% | 100.00% |
10.05.2024 | 13.22% | 0.08 CHF | 0.09 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 70'748 CHF | 80'748 CHF | 100.00% | 100.00% |
08.05.2024 | 10.94% | 0.09 CHF | 0.10 CHF | 1'000'000 | 1'000'000 | 999'854 | 999'854 | 86'605 CHF | 96'605 CHF | 99.41% | 99.41% |
07.05.2024 | 8.55% | 0.09 CHF | 0.10 CHF | 1'000'000 | 1'000'000 | 999'078 | 999'078 | 112'574 CHF | 122'574 CHF | 100.00% | 100.00% |
06.05.2024 | 6.61% | 0.14 CHF | 0.15 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 147'571 CHF | 157'571 CHF | 99.75% | 99.75% |
03.05.2024 | 5.18% | 0.19 CHF | 0.20 CHF | 1'000'000 | 1'000'000 | 987'387 | 987'387 | 194'470 CHF | 204'428 CHF | 99.28% | 99.28% |
02.05.2024 | 4.29% | 0.23 CHF | 0.24 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 228'576 CHF | 238'576 CHF | 98.83% | 98.83% |