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 | 62.54% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 11'064 CHF | 10'532 CHF | 98.19% | 98.19% |
15.05.2024 | 49.14% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 15'399 CHF | 12'700 CHF | 98.01% | 98.01% |
14.05.2024 | 53.65% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 13'669 CHF | 11'835 CHF | 98.91% | 98.91% |
13.05.2024 | 51.89% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 14'285 CHF | 12'143 CHF | 90.57% | 90.57% |
10.05.2024 | 46.16% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 16'800 CHF | 13'400 CHF | 97.17% | 97.17% |
08.05.2024 | 60.35% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 11'658 CHF | 10'829 CHF | 93.11% | 93.11% |
07.05.2024 | 58.10% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 12'247 CHF | 11'123 CHF | 95.17% | 95.17% |
06.05.2024 | 53.82% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 13'639 CHF | 11'819 CHF | 92.68% | 92.68% |
03.05.2024 | 52.74% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 13'977 CHF | 11'988 CHF | 94.84% | 94.84% |
02.05.2024 | 49.96% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 15'052 CHF | 12'526 CHF | 95.44% | 95.44% |