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 | 41.31% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 19'339 CHF | 14'669 CHF | 98.82% | 98.82% |
15.05.2024 | 43.29% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 18'161 CHF | 14'080 CHF | 99.08% | 99.08% |
14.05.2024 | 45.21% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 17'144 CHF | 13'572 CHF | 98.74% | 98.74% |
13.05.2024 | 41.04% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 19'398 CHF | 14'699 CHF | 94.91% | 94.91% |
10.05.2024 | 38.63% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'948 CHF | 15'474 CHF | 98.81% | 98.81% |
08.05.2024 | 59.46% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 12'702 CHF | 11'351 CHF | 98.73% | 98.73% |
07.05.2024 | 40.73% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'049 CHF | 15'024 CHF | 97.82% | 97.82% |
06.05.2024 | 112.94% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 3'920 CHF | 6'960 CHF | 98.77% | 98.77% |
03.05.2024 | 104.49% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'600 CHF | 7'300 CHF | 99.10% | 99.10% |
02.05.2024 | 102.55% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'775 CHF | 7'388 CHF | 99.16% | 99.16% |