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 | 14.06% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 66'495 CHF | 38'247 CHF | 99.21% | 99.21% |
15.05.2024 | 17.56% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 52'223 CHF | 31'111 CHF | 98.71% | 98.71% |
14.05.2024 | 18.81% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 48'448 CHF | 29'224 CHF | 98.62% | 98.62% |
13.05.2024 | 26.39% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 34'378 CHF | 22'189 CHF | 97.30% | 97.30% |
10.05.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 40'000 CHF | 25'000 CHF | 97.82% | 97.82% |
08.05.2024 | 18.35% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 51'213 CHF | 30'606 CHF | 98.01% | 98.01% |
07.05.2024 | 13.29% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 70'257 CHF | 40'128 CHF | 96.56% | 96.56% |
06.05.2024 | 13.38% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 69'790 CHF | 39'895 CHF | 91.44% | 91.44% |
03.05.2024 | 14.37% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 64'955 CHF | 37'478 CHF | 98.12% | 98.12% |
02.05.2024 | 13.84% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 67'604 CHF | 38'802 CHF | 97.85% | 97.85% |