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 | 19.09% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 47'741 CHF | 28'871 CHF | 98.81% | 98.81% |
15.05.2024 | 20.81% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 43'503 CHF | 26'752 CHF | 99.08% | 99.08% |
14.05.2024 | 22.03% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 40'467 CHF | 25'234 CHF | 98.22% | 98.22% |
13.05.2024 | 18.84% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 48'383 CHF | 29'192 CHF | 95.26% | 95.26% |
10.05.2024 | 18.12% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 50'245 CHF | 30'123 CHF | 98.91% | 98.91% |
08.05.2024 | 26.39% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 33'437 CHF | 21'719 CHF | 99.06% | 99.06% |
07.05.2024 | 21.41% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 42'681 CHF | 26'340 CHF | 97.74% | 97.74% |
06.05.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'000 CHF | 10'000 CHF | 99.09% | 99.09% |
03.05.2024 | 66.51% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'059 CHF | 10'030 CHF | 99.11% | 99.11% |
02.05.2024 | 64.75% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'718 CHF | 10'359 CHF | 98.82% | 98.82% |