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 | 34.35% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 24'948 CHF | 17'474 CHF | 99.32% | 99.32% |
15.05.2024 | 28.25% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'504 CHF | 20'252 CHF | 99.18% | 99.18% |
14.05.2024 | 37.24% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 22'413 CHF | 16'206 CHF | 98.73% | 98.73% |
13.05.2024 | 39.40% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'524 CHF | 15'262 CHF | 98.41% | 98.41% |
10.05.2024 | 34.24% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 25'039 CHF | 17'520 CHF | 97.32% | 97.32% |
08.05.2024 | 27.83% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 31'167 CHF | 20'583 CHF | 98.93% | 98.93% |
07.05.2024 | 20.81% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 43'498 CHF | 26'749 CHF | 99.35% | 99.35% |
06.05.2024 | 18.15% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 50'122 CHF | 30'061 CHF | 99.15% | 99.15% |
03.05.2024 | 20.31% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 44'721 CHF | 27'361 CHF | 99.02% | 99.02% |
02.05.2024 | 17.88% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 51'320 CHF | 30'660 CHF | 99.09% | 99.09% |