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 | 24.55% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 468'272 | 36'016 CHF | 21'438 CHF | 96.43% | 96.43% |
15.05.2024 | 17.02% | 0.04 CHF | 0.05 CHF | 1'000'000 | 400'000 | 999'931 | 399'931 | 54'331 CHF | 25'729 CHF | 99.12% | 99.12% |
14.05.2024 | 16.87% | 0.06 CHF | 0.07 CHF | 1'000'000 | 400'000 | 1'000'000 | 408'580 | 56'012 CHF | 26'807 CHF | 98.48% | 98.48% |
13.05.2024 | 35.14% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 23'819 CHF | 16'910 CHF | 94.71% | 94.71% |
10.05.2024 | 44.15% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 17'816 CHF | 13'908 CHF | 98.36% | 98.36% |
08.05.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'000 CHF | 15'000 CHF | 96.59% | 96.59% |
07.05.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'000 CHF | 20'000 CHF | 97.58% | 97.58% |
06.05.2024 | 32.58% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 26'493 CHF | 18'246 CHF | 97.42% | 97.42% |
03.05.2024 | 39.73% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'237 CHF | 15'119 CHF | 98.73% | 98.73% |
02.05.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'000 CHF | 15'000 CHF | 99.11% | 99.11% |