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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 32.93% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 26'190 CHF | 18'095 CHF | 97.31% | 97.31% |
16.05.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'000 CHF | 20'000 CHF | 98.58% | 98.58% |
15.05.2024 | 25.73% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 34'482 CHF | 22'241 CHF | 92.96% | 92.96% |
14.05.2024 | 23.37% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 38'196 CHF | 24'098 CHF | 91.39% | 91.39% |
13.05.2024 | 28.80% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 29'802 CHF | 19'901 CHF | 85.96% | 85.96% |
10.05.2024 | 32.41% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 26'643 CHF | 18'321 CHF | 87.03% | 87.03% |
08.05.2024 | 34.78% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 24'570 CHF | 17'285 CHF | 97.72% | 97.72% |
07.05.2024 | 22.00% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 40'548 CHF | 25'274 CHF | 86.87% | 86.87% |
06.05.2024 | 19.30% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 47'230 CHF | 28'615 CHF | 85.87% | 85.87% |
03.05.2024 | 21.52% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 41'739 CHF | 25'869 CHF | 92.05% | 92.05% |