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 | 28.48% | 0.04 CHF | 0.05 CHF | 1'000'000 | 400'000 | 1'000'000 | 429'537 | 30'146 CHF | 17'240 CHF | 99.58% | 99.58% |
14.05.2024 | 30.09% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 417'846 | 28'674 CHF | 16'051 CHF | 99.63% | 99.63% |
13.05.2024 | 21.24% | 0.05 CHF | 0.06 CHF | 900'000 | 300'000 | 964'256 | 364'256 | 40'754 CHF | 18'941 CHF | 99.08% | 99.08% |
10.05.2024 | 39.16% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'740 CHF | 15'370 CHF | 99.60% | 99.60% |
08.05.2024 | 40.54% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 19'697 CHF | 14'849 CHF | 99.15% | 99.15% |
07.05.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 476'312 | 30'000 CHF | 19'053 CHF | 99.60% | 99.60% |
06.05.2024 | 25.83% | 0.04 CHF | 0.05 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 34'313 CHF | 17'725 CHF | 99.74% | 99.74% |
03.05.2024 | 19.34% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 925'948 | 333'301 | 44'562 CHF | 19'060 CHF | 99.72% | 99.72% |
02.05.2024 | 15.09% | 0.07 CHF | 0.08 CHF | 900'000 | 300'000 | 898'667 | 299'749 | 55'210 CHF | 21'411 CHF | 99.59% | 99.59% |
30.04.2024 | 15.22% | 0.06 CHF | 0.07 CHF | 900'000 | 300'000 | 929'584 | 339'527 | 60'706 CHF | 24'940 CHF | 96.06% | 96.06% |