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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 13.88% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 67'338 CHF | 38'669 CHF | 98.99% | 98.99% |
14.05.2024 | 14.91% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 62'392 CHF | 36'196 CHF | 99.34% | 99.34% |
13.05.2024 | 26.26% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 34'251 CHF | 22'126 CHF | 98.89% | 98.89% |
10.05.2024 | 20.04% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 45'412 CHF | 27'706 CHF | 99.53% | 99.53% |
08.05.2024 | 21.64% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 41'440 CHF | 25'720 CHF | 91.98% | 91.98% |
07.05.2024 | 18.76% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 48'581 CHF | 29'291 CHF | 99.12% | 99.12% |
06.05.2024 | 16.06% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 57'757 CHF | 33'878 CHF | 99.40% | 99.40% |
03.05.2024 | 13.58% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 68'774 CHF | 39'387 CHF | 99.53% | 99.53% |
02.05.2024 | 22.08% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 41'128 CHF | 25'564 CHF | 94.52% | 94.52% |
30.04.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 40'000 CHF | 25'000 CHF | 99.34% | 99.34% |