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 | 73.93% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 8'611 CHF | 9'305 CHF | 98.20% | 98.20% |
15.05.2024 | 85.26% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 6'769 CHF | 8'384 CHF | 98.02% | 98.02% |
14.05.2024 | 67.28% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 9'896 CHF | 9'948 CHF | 98.95% | 98.95% |
13.05.2024 | 60.83% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 11'466 CHF | 10'733 CHF | 90.58% | 90.58% |
10.05.2024 | 62.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 11'170 CHF | 10'585 CHF | 96.81% | 96.81% |
08.05.2024 | 44.20% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 17'730 CHF | 13'865 CHF | 93.10% | 93.10% |
07.05.2024 | 40.02% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 19'994 CHF | 14'997 CHF | 95.19% | 95.19% |
06.05.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'000 CHF | 15'000 CHF | 92.78% | 92.78% |
03.05.2024 | 39.71% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'257 CHF | 15'128 CHF | 94.91% | 94.91% |
02.05.2024 | 36.62% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 22'955 CHF | 16'477 CHF | 95.43% | 95.43% |