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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 60.23% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 11'779 CHF | 10'890 CHF | 99.60% | 99.60% |
16.05.2024 | 50.77% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 14'736 CHF | 12'368 CHF | 99.52% | 99.52% |
15.05.2024 | 54.26% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 14'654 CHF | 12'327 CHF | 99.44% | 99.44% |
14.05.2024 | 40.71% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 19'738 CHF | 14'869 CHF | 99.09% | 99.09% |
13.05.2024 | 44.08% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 17'738 CHF | 13'869 CHF | 99.02% | 99.02% |
10.05.2024 | 32.31% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 26'730 CHF | 18'365 CHF | 97.97% | 97.97% |
08.05.2024 | 27.62% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 31'504 CHF | 20'752 CHF | 99.58% | 99.58% |
07.05.2024 | 31.42% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 27'504 CHF | 18'752 CHF | 99.65% | 99.65% |
06.05.2024 | 29.37% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 29'299 CHF | 19'650 CHF | 99.58% | 99.58% |
03.05.2024 | 26.51% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 33'162 CHF | 21'581 CHF | 99.40% | 99.40% |