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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.05.2024 | 40.32% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'983 CHF | 7'746 CHF | 97.92% | 97.92% |
21.05.2024 | 41.10% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 988'328 | 250'000 | 19'243 CHF | 7'376 CHF | 99.39% | 99.39% |
17.05.2024 | 38.81% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'432 | 250'000 | 20'739 CHF | 7'723 CHF | 99.05% | 99.05% |
16.05.2024 | 24.42% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 993'296 | 250'000 | 36'172 CHF | 11'603 CHF | 99.25% | 99.25% |
15.05.2024 | 25.36% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 993'896 | 250'000 | 34'467 CHF | 11'162 CHF | 99.39% | 99.39% |
14.05.2024 | 25.50% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 992'654 | 250'000 | 34'047 CHF | 11'075 CHF | 99.18% | 99.18% |
13.05.2024 | 22.68% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 995'465 | 255'951 | 39'145 CHF | 12'669 CHF | 99.39% | 99.39% |
10.05.2024 | 20.32% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 993'366 | 279'765 | 44'153 CHF | 15'395 CHF | 99.39% | 99.39% |
08.05.2024 | 31.56% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 992'664 | 250'000 | 26'809 CHF | 9'248 CHF | 99.38% | 99.38% |
07.05.2024 | 27.00% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 994'654 | 250'000 | 32'834 CHF | 10'762 CHF | 99.25% | 99.25% |