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 | - | - CHF | 0.02 CHF | 0 | 1'000'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
15.05.2024 | 46.80% | 0.01 CHF | 0.02 CHF | 100'000 | 1'000'000 | 997'823 | 997'823 | 16'978 CHF | 26'970 CHF | 65.55% | 99.54% |
14.05.2024 | 24.54% | 0.02 CHF | 0.03 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 36'153 CHF | 46'153 CHF | 99.83% | 99.83% |
13.05.2024 | 22.28% | 0.04 CHF | 0.05 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 40'027 CHF | 50'027 CHF | 100.00% | 100.00% |
10.05.2024 | 25.01% | 0.04 CHF | 0.05 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 35'067 CHF | 45'067 CHF | 100.00% | 100.00% |
08.05.2024 | 9.19% | 0.11 CHF | 0.12 CHF | 1'000'000 | 1'000'000 | 999'852 | 999'852 | 104'609 CHF | 114'609 CHF | 99.41% | 99.41% |
07.05.2024 | 4.88% | 0.13 CHF | 0.14 CHF | 970'000 | 970'000 | 969'155 | 969'155 | 198'792 CHF | 208'492 CHF | 100.00% | 100.00% |
06.05.2024 | 2.78% | 0.32 CHF | 0.33 CHF | 720'000 | 720'000 | 720'000 | 720'000 | 260'425 CHF | 267'625 CHF | 99.74% | 99.74% |
03.05.2024 | 1.87% | 0.54 CHF | 0.55 CHF | 680'000 | 680'000 | 671'389 | 671'389 | 373'268 CHF | 380'040 CHF | 99.29% | 99.29% |
02.05.2024 | 1.56% | 0.65 CHF | 0.66 CHF | 700'000 | 700'000 | 700'000 | 700'000 | 444'812 CHF | 451'812 CHF | 98.93% | 98.93% |