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 | 24.62% | 0.04 CHF | 0.05 CHF | 1'000'000 | 1'000'000 | 743'428 | 743'428 | 27'194 CHF | 34'674 CHF | 100.00% | 100.00% |
15.05.2024 | 19.26% | 0.04 CHF | 0.05 CHF | 1'000'000 | 1'000'000 | 729'076 | 729'076 | 35'284 CHF | 42'645 CHF | 100.00% | 100.00% |
14.05.2024 | 24.78% | 0.06 CHF | 0.07 CHF | 1'000'000 | 1'000'000 | 751'474 | 751'474 | 28'434 CHF | 35'981 CHF | 100.00% | 100.00% |
13.05.2024 | 29.50% | 0.04 CHF | 0.05 CHF | 1'000'000 | 1'000'000 | 761'684 | 761'684 | 23'464 CHF | 31'113 CHF | 99.86% | 99.86% |
10.05.2024 | 24.14% | 0.03 CHF | 0.04 CHF | 1'000'000 | 1'000'000 | 730'901 | 730'901 | 27'042 CHF | 34'383 CHF | 100.00% | 100.00% |
08.05.2024 | 18.72% | 0.05 CHF | 0.06 CHF | 1'000'000 | 1'000'000 | 736'249 | 736'249 | 36'441 CHF | 43'844 CHF | 96.52% | 96.52% |
07.05.2024 | 12.52% | 0.07 CHF | 0.08 CHF | 1'000'000 | 1'000'000 | 709'335 | 709'335 | 54'142 CHF | 61'268 CHF | 97.38% | 97.38% |
06.05.2024 | 11.22% | 0.08 CHF | 0.09 CHF | 1'000'000 | 1'000'000 | 726'681 | 726'681 | 63'194 CHF | 70'493 CHF | 98.41% | 98.41% |
03.05.2024 | 12.33% | 0.07 CHF | 0.08 CHF | 1'000'000 | 1'000'000 | 720'918 | 720'918 | 57'052 CHF | 64'292 CHF | 99.95% | 99.95% |
02.05.2024 | 10.79% | 0.08 CHF | 0.09 CHF | 1'000'000 | 1'000'000 | 711'269 | 711'269 | 63'469 CHF | 70'613 CHF | 99.98% | 99.98% |