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 | 36.77% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 22'242 CHF | 16'121 CHF | 98.86% | 98.86% |
15.05.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'000 CHF | 15'000 CHF | 98.96% | 98.96% |
14.05.2024 | 28.17% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'637 CHF | 20'319 CHF | 98.61% | 98.61% |
13.05.2024 | 23.61% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 37'815 CHF | 23'908 CHF | 94.83% | 94.83% |
10.05.2024 | 26.55% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 33'336 CHF | 21'668 CHF | 98.78% | 98.78% |
08.05.2024 | 30.77% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 28'076 CHF | 19'038 CHF | 98.75% | 98.75% |
07.05.2024 | 28.62% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 29'954 CHF | 19'977 CHF | 99.17% | 99.17% |
06.05.2024 | 23.12% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 38'590 CHF | 24'295 CHF | 99.11% | 99.11% |
03.05.2024 | 18.35% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 49'822 CHF | 29'911 CHF | 98.37% | 98.37% |
02.05.2024 | 16.77% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 55'052 CHF | 32'526 CHF | 99.17% | 99.17% |