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 | 63.44% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'821 CHF | 10'411 CHF | 99.08% | 99.08% |
15.05.2024 | 53.22% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 13'946 CHF | 11'973 CHF | 98.39% | 98.39% |
14.05.2024 | 47.82% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 15'976 CHF | 12'988 CHF | 98.00% | 98.00% |
13.05.2024 | 48.44% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 15'738 CHF | 12'869 CHF | 99.38% | 99.38% |
10.05.2024 | 49.47% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 15'258 CHF | 12'629 CHF | 98.52% | 98.52% |
08.05.2024 | 24.63% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 36'210 CHF | 23'105 CHF | 99.37% | 99.37% |
07.05.2024 | 28.55% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'034 CHF | 20'017 CHF | 99.40% | 99.40% |
06.05.2024 | 28.48% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'147 CHF | 20'073 CHF | 99.38% | 99.38% |
03.05.2024 | 21.43% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 499'908 | 41'999 CHF | 25'993 CHF | 99.27% | 99.27% |
02.05.2024 | 21.73% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 41'212 CHF | 25'606 CHF | 99.34% | 99.34% |