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 | 21.63% | 0.03 CHF | 0.04 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 41'496 CHF | 7'724 CHF | 99.17% | 99.17% |
15.05.2024 | 24.35% | 0.04 CHF | 0.05 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 36'819 CHF | 7'023 CHF | 94.74% | 94.74% |
14.05.2024 | 24.36% | 0.05 CHF | 0.06 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 37'128 CHF | 7'069 CHF | 99.15% | 99.15% |
13.05.2024 | 21.92% | 0.04 CHF | 0.05 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 40'886 CHF | 7'633 CHF | 98.53% | 98.53% |
10.05.2024 | 17.83% | 0.05 CHF | 0.06 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 51'254 CHF | 9'188 CHF | 99.16% | 99.16% |
08.05.2024 | 22.30% | 0.04 CHF | 0.05 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 39'870 CHF | 7'480 CHF | 99.17% | 99.17% |
07.05.2024 | 27.88% | 0.04 CHF | 0.05 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 31'084 CHF | 6'163 CHF | 97.93% | 97.93% |
06.05.2024 | 25.01% | 0.03 CHF | 0.04 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 35'708 CHF | 6'856 CHF | 99.17% | 99.17% |
03.05.2024 | 26.90% | 0.03 CHF | 0.04 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 32'634 CHF | 6'395 CHF | 99.15% | 99.15% |
02.05.2024 | 23.81% | 0.03 CHF | 0.04 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 37'505 CHF | 7'126 CHF | 99.14% | 99.14% |