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 | 14.84% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 494'406 | 62'506 CHF | 35'870 CHF | 99.83% | 99.83% |
15.05.2024 | 19.50% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 323'758 | 46'381 CHF | 18'455 CHF | 100.00% | 100.00% |
14.05.2024 | 19.95% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 277'696 | 45'174 CHF | 15'371 CHF | 99.72% | 99.72% |
13.05.2024 | 17.47% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 494'683 | 52'373 CHF | 30'884 CHF | 100.00% | 100.00% |
10.05.2024 | 16.59% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 980'369 | 493'447 | 54'241 CHF | 32'233 CHF | 100.00% | 100.00% |
08.05.2024 | 17.06% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 53'734 CHF | 31'867 CHF | 100.00% | 100.00% |
07.05.2024 | 18.66% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 430'539 | 48'699 CHF | 25'502 CHF | 99.56% | 99.56% |
06.05.2024 | 20.56% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 43'739 CHF | 13'435 CHF | 99.77% | 99.77% |
03.05.2024 | 22.71% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 39'131 CHF | 12'283 CHF | 100.00% | 100.00% |
02.05.2024 | 21.77% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 982'729 | 250'000 | 40'248 CHF | 12'755 CHF | 100.00% | 100.00% |