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 | 38.76% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 998'530 | 250'000 | 20'901 CHF | 7'733 CHF | 99.01% | 99.01% |
15.05.2024 | 29.21% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 29'493 CHF | 9'873 CHF | 99.10% | 99.10% |
14.05.2024 | 37.87% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 998'401 | 250'000 | 21'692 CHF | 7'934 CHF | 98.82% | 98.82% |
13.05.2024 | 47.22% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'857 | 250'000 | 16'428 CHF | 6'638 CHF | 99.13% | 99.13% |
10.05.2024 | 36.96% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'424 | 250'000 | 22'204 CHF | 8'089 CHF | 96.45% | 96.45% |
08.05.2024 | 29.08% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 997'713 | 250'000 | 29'915 CHF | 9'990 CHF | 99.18% | 99.18% |
07.05.2024 | 18.63% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 962'521 | 369'884 | 47'191 CHF | 22'356 CHF | 98.90% | 98.90% |
06.05.2024 | 16.89% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 924'712 | 469'571 | 50'101 CHF | 30'155 CHF | 98.97% | 98.97% |
03.05.2024 | 17.28% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 949'238 | 478'635 | 50'199 CHF | 30'114 CHF | 98.57% | 98.57% |
02.05.2024 | 14.11% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 763'783 | 393'467 | 50'313 CHF | 29'872 CHF | 98.83% | 98.83% |