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 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'000 CHF | 20'000 CHF | 97.27% | 97.27% |
15.05.2024 | 23.67% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 37'862 CHF | 23'931 CHF | 99.70% | 99.70% |
14.05.2024 | 20.75% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 43'645 CHF | 26'823 CHF | 98.86% | 98.86% |
13.05.2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 50'000 CHF | 30'000 CHF | 98.81% | 98.81% |
10.05.2024 | 18.17% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 50'043 CHF | 30'022 CHF | 99.44% | 99.44% |
08.05.2024 | 17.69% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 51'753 CHF | 30'877 CHF | 99.57% | 99.57% |
07.05.2024 | 9.10% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 454'256 | 126'112 CHF | 59'476 CHF | 98.56% | 98.56% |
06.05.2024 | 6.57% | 0.16 CHF | 0.17 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 147'600 CHF | 63'040 CHF | 99.58% | 99.58% |
03.05.2024 | 7.22% | 0.14 CHF | 0.15 CHF | 1'000'000 | 400'000 | 1'000'000 | 466'281 | 133'623 CHF | 66'729 CHF | 99.69% | 99.69% |
02.05.2024 | 7.99% | 0.13 CHF | 0.14 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 120'178 CHF | 65'089 CHF | 99.54% | 99.54% |