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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.05.2024 | 28.05% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 34'645 CHF | 22'322 CHF | 98.33% | 98.33% |
21.05.2024 | 26.70% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 33'091 CHF | 21'546 CHF | 96.04% | 96.04% |
17.05.2024 | 26.42% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 33'394 CHF | 21'697 CHF | 98.44% | 98.44% |
16.05.2024 | 14.38% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 493'830 | 65'590 CHF | 37'262 CHF | 98.90% | 98.90% |
15.05.2024 | 14.65% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 498'483 | 63'719 CHF | 36'723 CHF | 98.31% | 98.31% |
14.05.2024 | 15.38% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 60'033 CHF | 35'016 CHF | 98.25% | 98.25% |
13.05.2024 | 13.61% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 493'595 | 68'914 CHF | 38'881 CHF | 94.93% | 94.93% |
10.05.2024 | 12.00% | 0.08 CHF | 0.09 CHF | 1'000'000 | 400'000 | 1'000'000 | 471'272 | 78'766 CHF | 41'662 CHF | 98.97% | 98.97% |
08.05.2024 | 20.79% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 43'816 CHF | 26'908 CHF | 98.72% | 98.72% |
07.05.2024 | 15.25% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 62'936 CHF | 36'468 CHF | 98.16% | 98.16% |