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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 14.29% | 0.06 CHF | 0.07 CHF | 1'000'000 | 750'000 | 1'000'000 | 750'000 | 65'318 CHF | 56'488 CHF | 99.37% | 99.37% |
22.05.2024 | 15.18% | 0.06 CHF | 0.07 CHF | 1'000'000 | 750'000 | 1'000'000 | 750'000 | 61'019 CHF | 53'264 CHF | 99.38% | 99.38% |
21.05.2024 | 13.10% | 0.07 CHF | 0.08 CHF | 1'000'000 | 750'000 | 1'000'000 | 750'000 | 71'471 CHF | 61'104 CHF | 99.23% | 99.23% |
17.05.2024 | 11.78% | 0.08 CHF | 0.09 CHF | 1'000'000 | 750'000 | 999'977 | 750'000 | 79'914 CHF | 67'437 CHF | 99.37% | 99.37% |
16.05.2024 | 12.68% | 0.07 CHF | 0.08 CHF | 1'000'000 | 750'000 | 1'000'000 | 749'976 | 74'155 CHF | 63'115 CHF | 98.50% | 98.50% |
15.05.2024 | 19.00% | 0.05 CHF | 0.06 CHF | 1'000'000 | 750'000 | 999'961 | 750'000 | 47'962 CHF | 43'473 CHF | 98.31% | 98.31% |
14.05.2024 | 22.23% | 0.04 CHF | 0.05 CHF | 1'000'000 | 750'000 | 1'000'000 | 749'964 | 39'986 CHF | 37'487 CHF | 99.37% | 99.37% |
13.05.2024 | 19.15% | 0.05 CHF | 0.06 CHF | 1'000'000 | 750'000 | 1'000'000 | 750'000 | 47'592 CHF | 43'194 CHF | 98.92% | 98.92% |
10.05.2024 | 20.91% | 0.04 CHF | 0.05 CHF | 1'000'000 | 750'000 | 1'000'000 | 750'000 | 43'241 CHF | 39'931 CHF | 99.37% | 99.37% |
08.05.2024 | 24.90% | 0.04 CHF | 0.05 CHF | 1'000'000 | 750'000 | 999'988 | 750'000 | 35'787 CHF | 34'340 CHF | 99.36% | 99.36% |