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 | 58.40% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 12'249 CHF | 11'125 CHF | 97.31% | 97.31% |
15.05.2024 | 41.88% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'309 CHF | 15'154 CHF | 94.21% | 99.70% |
14.05.2024 | 29.78% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 28'942 CHF | 19'471 CHF | 98.89% | 98.89% |
13.05.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'000 CHF | 20'000 CHF | 98.74% | 98.74% |
10.05.2024 | 23.15% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 38'536 CHF | 24'268 CHF | 99.45% | 99.45% |
08.05.2024 | 22.26% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 39'947 CHF | 24'974 CHF | 99.63% | 99.63% |
07.05.2024 | 8.46% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 888'994 | 352'071 | 127'740 CHF | 50'434 CHF | 98.54% | 98.54% |
06.05.2024 | 5.29% | 0.20 CHF | 0.21 CHF | 750'000 | 250'000 | 887'674 | 295'891 | 163'517 CHF | 57'465 CHF | 99.62% | 99.62% |
03.05.2024 | 5.96% | 0.16 CHF | 0.17 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 146'710 CHF | 51'903 CHF | 99.72% | 99.72% |
02.05.2024 | 6.88% | 0.15 CHF | 0.16 CHF | 900'000 | 300'000 | 992'339 | 392'339 | 139'200 CHF | 58'932 CHF | 99.43% | 99.43% |