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 | 48.49% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 15'637 CHF | 12'819 CHF | 99.17% | 99.17% |
15.05.2024 | 52.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 14'275 CHF | 12'138 CHF | 99.58% | 99.58% |
14.05.2024 | 58.74% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 12'038 CHF | 11'019 CHF | 97.58% | 97.58% |
13.05.2024 | 67.80% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 9'813 CHF | 9'906 CHF | 99.28% | 99.28% |
10.05.2024 | 49.06% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 15'520 CHF | 12'760 CHF | 99.42% | 99.42% |
08.05.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'000 CHF | 10'000 CHF | 91.05% | 94.80% |
07.05.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'000 CHF | 10'000 CHF | 98.80% | 98.80% |
06.05.2024 | 66.01% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'245 CHF | 10'123 CHF | 98.86% | 98.86% |
03.05.2024 | 65.71% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'358 CHF | 10'179 CHF | 97.73% | 97.73% |
02.05.2024 | 66.09% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'217 CHF | 10'109 CHF | 99.58% | 99.58% |