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 | 14.70% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 63'320 CHF | 36'660 CHF | 98.84% | 98.84% |
15.05.2024 | 15.25% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 60'678 CHF | 35'339 CHF | 99.12% | 99.12% |
14.05.2024 | 15.38% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 60'000 CHF | 35'000 CHF | 98.23% | 98.23% |
13.05.2024 | 15.37% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 60'074 CHF | 35'037 CHF | 94.96% | 94.96% |
10.05.2024 | 14.93% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 62'216 CHF | 36'108 CHF | 98.75% | 98.75% |
08.05.2024 | 19.11% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 47'930 CHF | 28'965 CHF | 99.06% | 99.06% |
07.05.2024 | 17.20% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 54'012 CHF | 32'006 CHF | 98.15% | 98.15% |
06.05.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'000 CHF | 15'000 CHF | 98.76% | 98.76% |
03.05.2024 | 39.94% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'055 CHF | 15'028 CHF | 99.10% | 99.10% |
02.05.2024 | 38.60% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 21'228 CHF | 15'614 CHF | 98.84% | 98.84% |