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 | 63.57% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'845 CHF | 10'423 CHF | 99.16% | 99.16% |
15.05.2024 | 48.63% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 15'609 CHF | 12'805 CHF | 99.60% | 99.60% |
14.05.2024 | 50.16% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 499'845 | 15'270 CHF | 12'630 CHF | 98.62% | 98.62% |
13.05.2024 | 61.81% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 11'217 CHF | 10'609 CHF | 99.35% | 99.35% |
10.05.2024 | 48.95% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 15'476 CHF | 12'738 CHF | 99.38% | 99.38% |
08.05.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'000 CHF | 15'000 CHF | 99.39% | 99.39% |
07.05.2024 | 30.31% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 421'302 | 28'481 CHF | 16'092 CHF | 99.39% | 99.39% |
06.05.2024 | 27.74% | 0.04 CHF | 0.05 CHF | 1'000'000 | 400'000 | 1'000'000 | 404'551 | 31'315 CHF | 16'708 CHF | 97.89% | 97.89% |
03.05.2024 | 21.53% | 0.05 CHF | 0.06 CHF | 900'000 | 300'000 | 982'278 | 382'278 | 40'846 CHF | 19'637 CHF | 99.39% | 99.39% |
02.05.2024 | 20.79% | 0.04 CHF | 0.05 CHF | 1'000'000 | 400'000 | 998'556 | 398'556 | 43'481 CHF | 21'335 CHF | 99.37% | 99.37% |