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 | 93.99% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'702 CHF | 7'851 CHF | 98.77% | 98.77% |
15.05.2024 | 58.40% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 12'300 CHF | 11'150 CHF | 99.23% | 99.23% |
14.05.2024 | 39.80% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'196 CHF | 15'098 CHF | 99.13% | 99.13% |
13.05.2024 | 27.01% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 32'261 CHF | 21'131 CHF | 98.99% | 98.99% |
10.05.2024 | 34.00% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 25'247 CHF | 17'624 CHF | 99.12% | 99.12% |
08.05.2024 | 36.22% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 23'306 CHF | 16'653 CHF | 99.51% | 99.51% |
07.05.2024 | 29.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 29'985 CHF | 19'992 CHF | 99.47% | 99.47% |
06.05.2024 | 22.18% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 40'107 CHF | 25'054 CHF | 99.32% | 99.32% |
03.05.2024 | 18.46% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 498'441 | 49'840 CHF | 29'796 CHF | 99.24% | 99.24% |
02.05.2024 | 15.30% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 493'718 | 60'435 CHF | 34'756 CHF | 98.91% | 98.91% |