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 |
---|---|---|---|---|---|---|---|---|---|---|---|
21.05.2024 | 23.75% | 0.03 CHF | 0.04 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 56'386 CHF | 9'518 CHF | 99.17% | 99.17% |
17.05.2024 | 22.36% | 0.04 CHF | 0.05 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 59'683 CHF | 9'958 CHF | 99.05% | 99.05% |
16.05.2024 | 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% |
15.05.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 45'000 CHF | 8'000 CHF | 99.12% | 99.12% |
14.05.2024 | 31.07% | 0.03 CHF | 0.04 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 41'721 CHF | 7'563 CHF | 99.27% | 99.27% |
13.05.2024 | 31.39% | 0.03 CHF | 0.04 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 41'301 CHF | 7'507 CHF | 98.75% | 98.75% |
10.05.2024 | 38.31% | 0.02 CHF | 0.03 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 32'216 CHF | 6'295 CHF | 99.27% | 99.27% |
08.05.2024 | 36.88% | 0.03 CHF | 0.04 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 34'097 CHF | 6'546 CHF | 99.27% | 99.27% |
07.05.2024 | 41.41% | 0.02 CHF | 0.03 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 29'207 CHF | 5'894 CHF | 99.27% | 99.27% |
06.05.2024 | 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% |