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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 350'000 | 1'000'000 | 350'000 | 20'000 CHF | 10'500 CHF | 99.17% | 99.17% |
16.05.2024 | 26.01% | 0.03 CHF | 0.04 CHF | 1'000'000 | 350'000 | 1'000'000 | 350'000 | 34'041 CHF | 15'414 CHF | 99.17% | 99.17% |
15.05.2024 | 29.44% | 0.03 CHF | 0.04 CHF | 1'000'000 | 350'000 | 1'000'000 | 350'000 | 29'495 CHF | 13'823 CHF | 99.16% | 99.16% |
14.05.2024 | 23.31% | 0.03 CHF | 0.04 CHF | 1'000'000 | 350'000 | 1'000'000 | 350'000 | 38'291 CHF | 16'902 CHF | 99.15% | 99.15% |
13.05.2024 | 19.26% | 0.04 CHF | 0.05 CHF | 1'000'000 | 350'000 | 979'199 | 339'600 | 46'488 CHF | 19'497 CHF | 98.58% | 98.58% |
10.05.2024 | 14.85% | 0.05 CHF | 0.06 CHF | 900'000 | 300'000 | 912'491 | 306'246 | 57'403 CHF | 22'301 CHF | 99.17% | 99.17% |
08.05.2024 | 13.20% | 0.07 CHF | 0.08 CHF | 900'000 | 300'000 | 894'461 | 298'154 | 63'361 CHF | 24'102 CHF | 99.17% | 99.17% |
07.05.2024 | 13.22% | 0.07 CHF | 0.08 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 63'638 CHF | 24'213 CHF | 97.93% | 97.93% |
06.05.2024 | 11.56% | 0.08 CHF | 0.09 CHF | 900'000 | 300'000 | 858'639 | 286'213 | 69'959 CHF | 26'182 CHF | 99.17% | 99.17% |
03.05.2024 | 11.02% | 0.08 CHF | 0.09 CHF | 900'000 | 300'000 | 809'756 | 269'919 | 69'472 CHF | 25'856 CHF | 99.16% | 99.16% |