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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16.05.2024 | 48.91% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 15'491 CHF | 12'746 CHF | 98.74% | 98.74% |
15.05.2024 | 54.38% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 13'407 CHF | 11'703 CHF | 98.26% | 98.26% |
14.05.2024 | 55.59% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 12'990 CHF | 11'495 CHF | 93.93% | 93.93% |
13.05.2024 | 51.75% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 14'339 CHF | 12'169 CHF | 95.26% | 95.26% |
10.05.2024 | 48.56% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 15'661 CHF | 12'830 CHF | 99.14% | 99.14% |
08.05.2024 | 97.59% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'298 CHF | 7'649 CHF | 98.89% | 98.89% |
07.05.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'000 CHF | 10'000 CHF | 98.77% | 98.77% |
06.05.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'000 CHF | 10'000 CHF | 99.00% | 99.00% |
03.05.2024 | 58.83% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 12'041 CHF | 11'021 CHF | 98.60% | 98.60% |
02.05.2024 | 61.17% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 11'373 CHF | 10'686 CHF | 99.00% | 99.00% |