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 | 28.47% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'157 CHF | 20'079 CHF | 99.26% | 99.26% |
15.05.2024 | 37.02% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 22'612 CHF | 16'306 CHF | 99.11% | 99.11% |
14.05.2024 | 24.21% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 36'896 CHF | 23'448 CHF | 98.85% | 98.85% |
13.05.2024 | 22.66% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 39'311 CHF | 24'656 CHF | 98.45% | 98.45% |
10.05.2024 | 21.84% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 40'937 CHF | 25'468 CHF | 96.84% | 96.84% |
08.05.2024 | 22.96% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 39'559 CHF | 24'780 CHF | 98.93% | 98.93% |
07.05.2024 | 30.22% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 28'558 CHF | 19'279 CHF | 98.65% | 98.65% |
06.05.2024 | 29.66% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 29'049 CHF | 19'525 CHF | 98.90% | 98.90% |
03.05.2024 | 23.96% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 37'256 CHF | 23'628 CHF | 99.00% | 99.00% |
02.05.2024 | 26.52% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 33'370 CHF | 21'685 CHF | 99.07% | 99.07% |