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 | 18.33% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 49'622 CHF | 29'811 CHF | 96.75% | 96.75% |
15.05.2024 | 15.80% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 58'575 CHF | 34'287 CHF | 98.71% | 98.71% |
14.05.2024 | 15.97% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 57'987 CHF | 33'993 CHF | 98.47% | 98.47% |
13.05.2024 | 22.21% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 40'033 CHF | 25'017 CHF | 94.71% | 94.71% |
10.05.2024 | 22.70% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 39'248 CHF | 24'624 CHF | 98.30% | 98.30% |
08.05.2024 | 23.20% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 38'463 CHF | 24'232 CHF | 96.60% | 96.60% |
07.05.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 40'000 CHF | 25'000 CHF | 97.58% | 97.58% |
06.05.2024 | 22.96% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 38'834 CHF | 24'417 CHF | 98.55% | 98.55% |
03.05.2024 | 25.02% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 35'589 CHF | 22'794 CHF | 98.73% | 98.73% |
02.05.2024 | 28.43% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'221 CHF | 20'111 CHF | 99.13% | 99.13% |