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 | 23.54% | 0.04 CHF | 0.05 CHF | 1'000'000 | 1'000'000 | 998'640 | 998'640 | 37'621 CHF | 47'621 CHF | 100.00% | 100.00% |
15.05.2024 | 23.17% | 0.04 CHF | 0.05 CHF | 1'000'000 | 1'000'000 | 970'588 | 970'588 | 44'625 CHF | 54'495 CHF | 98.44% | 99.53% |
14.05.2024 | 15.77% | 0.05 CHF | 0.06 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 58'506 CHF | 68'506 CHF | 99.83% | 99.83% |
13.05.2024 | 15.20% | 0.06 CHF | 0.07 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 60'816 CHF | 70'816 CHF | 100.00% | 100.00% |
10.05.2024 | 16.91% | 0.06 CHF | 0.07 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 54'218 CHF | 64'218 CHF | 100.00% | 100.00% |
08.05.2024 | 12.49% | 0.08 CHF | 0.09 CHF | 1'000'000 | 1'000'000 | 999'863 | 999'863 | 75'279 CHF | 85'279 CHF | 99.41% | 99.41% |
07.05.2024 | 9.54% | 0.08 CHF | 0.09 CHF | 1'000'000 | 1'000'000 | 999'098 | 999'098 | 100'738 CHF | 110'738 CHF | 100.00% | 100.00% |
06.05.2024 | 6.76% | 0.13 CHF | 0.14 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 144'745 CHF | 154'745 CHF | 99.75% | 99.75% |
03.05.2024 | 4.83% | 0.20 CHF | 0.21 CHF | 1'000'000 | 1'000'000 | 987'390 | 987'390 | 209'834 CHF | 219'792 CHF | 99.26% | 99.26% |
02.05.2024 | 3.92% | 0.26 CHF | 0.27 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 250'379 CHF | 260'379 CHF | 98.85% | 98.85% |