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 | 13.81% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 67'680 CHF | 38'840 CHF | 99.23% | 99.23% |
15.05.2024 | 15.80% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 58'608 CHF | 34'304 CHF | 99.57% | 99.57% |
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 | 97.05% | 97.05% |
13.05.2024 | 21.41% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 42'016 CHF | 26'008 CHF | 99.27% | 99.27% |
10.05.2024 | 13.93% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 67'242 CHF | 38'621 CHF | 99.24% | 99.24% |
08.05.2024 | 20.91% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 43'245 CHF | 26'623 CHF | 94.80% | 94.80% |
07.05.2024 | 21.72% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 41'255 CHF | 25'627 CHF | 98.39% | 98.39% |
06.05.2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 50'000 CHF | 30'000 CHF | 98.51% | 98.51% |
03.05.2024 | 18.81% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 48'530 CHF | 29'265 CHF | 98.42% | 98.42% |
02.05.2024 | 19.04% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 47'905 CHF | 28'953 CHF | 99.27% | 99.27% |