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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 3.61% | 0.28 CHF | 0.29 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 272'268 CHF | 112'907 CHF | 95.92% | 95.92% |
22.05.2024 | 10.51% | 0.23 CHF | 0.24 CHF | 1'000'000 | 400'000 | 1'000'000 | 491'274 | 99'447 CHF | 52'822 CHF | 99.15% | 99.15% |
21.05.2024 | 14.65% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 63'588 CHF | 36'794 CHF | 96.50% | 96.50% |
17.05.2024 | 28.62% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 29'979 CHF | 19'990 CHF | 98.08% | 98.08% |
16.05.2024 | 28.75% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 29'841 CHF | 19'921 CHF | 98.84% | 98.84% |
15.05.2024 | 35.55% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 23'898 CHF | 16'949 CHF | 99.00% | 99.00% |
14.05.2024 | 37.52% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 22'166 CHF | 16'083 CHF | 99.33% | 99.33% |
13.05.2024 | 93.39% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 6'441 CHF | 8'220 CHF | 98.93% | 98.93% |
10.05.2024 | 64.13% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 11'080 CHF | 10'540 CHF | 99.54% | 99.54% |
08.05.2024 | 67.40% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 9'897 CHF | 9'949 CHF | 79.13% | 92.01% |