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 | 22.22% | 0.04 CHF | 0.05 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 60'000 CHF | 10'000 CHF | 99.27% | 99.27% |
21.05.2024 | 23.76% | 0.03 CHF | 0.04 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 56'372 CHF | 9'516 CHF | 99.17% | 99.17% |
17.05.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 60'000 CHF | 10'000 CHF | 99.06% | 99.06% |
16.05.2024 | 23.88% | 0.04 CHF | 0.05 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 56'072 CHF | 9'476 CHF | 99.27% | 99.27% |
15.05.2024 | 24.52% | 0.04 CHF | 0.05 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 54'570 CHF | 9'276 CHF | 99.12% | 99.12% |
14.05.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 45'000 CHF | 8'000 CHF | 99.27% | 99.27% |
13.05.2024 | 28.64% | 0.03 CHF | 0.04 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 44'905 CHF | 7'987 CHF | 98.75% | 98.75% |
10.05.2024 | 34.43% | 0.02 CHF | 0.03 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 37'308 CHF | 6'974 CHF | 99.27% | 99.27% |
08.05.2024 | 36.23% | 0.02 CHF | 0.03 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 34'948 CHF | 6'660 CHF | 99.27% | 99.27% |
07.05.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 30'000 CHF | 6'000 CHF | 99.27% | 99.27% |