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 | 18.97% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 48'040 CHF | 29'020 CHF | 99.15% | 99.15% |
15.05.2024 | 22.30% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 39'872 CHF | 24'936 CHF | 99.20% | 99.20% |
14.05.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 40'000 CHF | 25'000 CHF | 98.01% | 98.01% |
13.05.2024 | 22.19% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 40'080 CHF | 25'040 CHF | 99.34% | 99.34% |
10.05.2024 | 18.67% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 48'782 CHF | 29'391 CHF | 98.53% | 98.53% |
08.05.2024 | 24.89% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 35'791 CHF | 22'896 CHF | 99.35% | 99.35% |
07.05.2024 | 21.99% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 40'580 CHF | 25'290 CHF | 99.37% | 99.37% |
06.05.2024 | 20.37% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 44'590 CHF | 27'295 CHF | 99.36% | 99.36% |
03.05.2024 | 19.32% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 47'439 CHF | 28'720 CHF | 99.16% | 99.16% |
02.05.2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 50'000 CHF | 30'000 CHF | 99.33% | 99.33% |