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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 31.20% | 0.02 CHF | 0.03 CHF | 1'000'000 | 1'000'000 | 729'064 | 729'064 | 20'319 CHF | 27'680 CHF | 100.00% | 100.00% |
14.05.2024 | 41.16% | 0.03 CHF | 0.04 CHF | 1'000'000 | 1'000'000 | 751'475 | 751'475 | 15'674 CHF | 23'221 CHF | 100.00% | 100.00% |
13.05.2024 | 48.64% | 0.02 CHF | 0.03 CHF | 1'000'000 | 1'000'000 | 761'686 | 761'686 | 12'688 CHF | 20'338 CHF | 99.86% | 99.86% |
10.05.2024 | 39.53% | 0.02 CHF | 0.03 CHF | 1'000'000 | 1'000'000 | 731'034 | 731'034 | 15'018 CHF | 22'361 CHF | 100.00% | 100.00% |
08.05.2024 | 29.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 1'000'000 | 735'755 | 735'755 | 21'620 CHF | 29'014 CHF | 96.52% | 96.52% |
07.05.2024 | 18.78% | 0.04 CHF | 0.05 CHF | 1'000'000 | 1'000'000 | 708'974 | 708'974 | 34'857 CHF | 41'983 CHF | 97.41% | 97.41% |
06.05.2024 | 16.55% | 0.05 CHF | 0.06 CHF | 1'000'000 | 1'000'000 | 726'889 | 726'889 | 41'648 CHF | 48'951 CHF | 98.41% | 98.41% |
03.05.2024 | 18.10% | 0.05 CHF | 0.06 CHF | 1'000'000 | 1'000'000 | 720'920 | 720'920 | 37'652 CHF | 44'893 CHF | 99.95% | 99.95% |
02.05.2024 | 15.40% | 0.05 CHF | 0.06 CHF | 1'000'000 | 1'000'000 | 711'317 | 711'317 | 43'328 CHF | 50'472 CHF | 100.00% | 100.00% |
30.04.2024 | 9.87% | 0.07 CHF | 0.08 CHF | 1'000'000 | 1'000'000 | 697'882 | 697'882 | 69'156 CHF | 76'226 CHF | 96.81% | 96.81% |