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 | 15.33% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 60'255 CHF | 35'127 CHF | 99.24% | 99.24% |
15.05.2024 | 15.87% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 58'254 CHF | 34'127 CHF | 99.61% | 99.61% |
14.05.2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 50'000 CHF | 30'000 CHF | 97.58% | 97.58% |
13.05.2024 | 21.09% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 42'791 CHF | 26'396 CHF | 99.58% | 99.58% |
10.05.2024 | 15.75% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 58'684 CHF | 34'342 CHF | 99.27% | 99.27% |
08.05.2024 | 18.48% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 49'268 CHF | 29'634 CHF | 95.14% | 95.14% |
07.05.2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 50'000 CHF | 30'000 CHF | 98.80% | 98.80% |
06.05.2024 | 18.16% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 50'078 CHF | 30'039 CHF | 98.52% | 98.52% |
03.05.2024 | 18.08% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 50'355 CHF | 30'178 CHF | 98.42% | 98.42% |
02.05.2024 | 18.16% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 50'078 CHF | 30'039 CHF | 99.27% | 99.27% |