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 | 68.28% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 9'680 CHF | 9'840 CHF | 97.33% | 97.33% |
15.05.2024 | 56.14% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 13'147 CHF | 11'573 CHF | 99.27% | 99.27% |
14.05.2024 | 48.88% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 15'478 CHF | 12'739 CHF | 98.89% | 98.89% |
13.05.2024 | 45.38% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 17'051 CHF | 13'525 CHF | 98.75% | 98.75% |
10.05.2024 | 41.08% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 19'370 CHF | 14'685 CHF | 99.45% | 99.45% |
08.05.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'000 CHF | 15'000 CHF | 99.59% | 99.59% |
07.05.2024 | 18.93% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 64'076 CHF | 37'038 CHF | 98.56% | 98.56% |
06.05.2024 | 12.85% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 73'066 CHF | 41'533 CHF | 99.59% | 99.59% |
03.05.2024 | 13.30% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 70'214 CHF | 40'107 CHF | 99.70% | 99.70% |
02.05.2024 | 15.38% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 60'000 CHF | 35'000 CHF | 99.71% | 99.71% |