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 | 47.10% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 16'261 CHF | 13'131 CHF | 96.28% | 96.28% |
15.05.2024 | 37.24% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 21'931 CHF | 15'966 CHF | 98.67% | 98.67% |
14.05.2024 | 39.44% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'579 CHF | 15'290 CHF | 98.76% | 98.76% |
13.05.2024 | 56.39% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 12'771 CHF | 11'386 CHF | 94.69% | 94.69% |
10.05.2024 | 59.03% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 11'970 CHF | 10'985 CHF | 98.17% | 98.17% |
08.05.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'000 CHF | 10'000 CHF | 96.60% | 96.60% |
07.05.2024 | 56.28% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 12'791 CHF | 11'396 CHF | 97.58% | 97.58% |
06.05.2024 | 60.17% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 11'652 CHF | 10'826 CHF | 99.19% | 99.19% |
03.05.2024 | 64.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'521 CHF | 10'260 CHF | 98.72% | 98.72% |
02.05.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'000 CHF | 10'000 CHF | 99.13% | 99.13% |