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 | 20.29% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 993'760 | 250'000 | 44'058 CHF | 13'585 CHF | 99.24% | 99.24% |
15.05.2024 | 22.25% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 994'459 | 250'000 | 39'731 CHF | 12'488 CHF | 99.38% | 99.38% |
14.05.2024 | 21.86% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 986'036 | 250'000 | 40'589 CHF | 12'778 CHF | 96.45% | 96.45% |
13.05.2024 | 50.45% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 995'966 | 250'000 | 14'806 CHF | 6'217 CHF | 99.38% | 99.38% |
10.05.2024 | 50.01% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 989'123 | 250'000 | 14'834 CHF | 6'249 CHF | 99.38% | 99.38% |
08.05.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'118 | 250'000 | 14'897 CHF | 6'250 CHF | 99.39% | 99.39% |
07.05.2024 | 42.46% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 995'267 | 250'000 | 18'675 CHF | 7'192 CHF | 99.24% | 99.24% |
06.05.2024 | 40.02% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 987'748 | 250'000 | 19'747 CHF | 7'498 CHF | 99.20% | 99.20% |
03.05.2024 | 39.91% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'112 | 250'000 | 19'953 CHF | 7'518 CHF | 99.39% | 99.39% |
02.05.2024 | 39.69% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 991'713 | 250'000 | 20'058 CHF | 7'558 CHF | 99.39% | 99.39% |