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 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'000 CHF | 20'000 CHF | 96.10% | 96.10% |
15.05.2024 | 38.31% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 21'476 CHF | 15'738 CHF | 99.14% | 99.14% |
14.05.2024 | 39.58% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'366 CHF | 15'183 CHF | 93.97% | 93.97% |
13.05.2024 | 40.12% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'157 CHF | 15'078 CHF | 95.62% | 95.62% |
10.05.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'003 CHF | 15'002 CHF | 99.61% | 99.61% |
08.05.2024 | 42.65% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 18'524 CHF | 14'262 CHF | 99.46% | 99.46% |
07.05.2024 | 30.63% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 28'198 CHF | 19'099 CHF | 99.59% | 99.59% |
06.05.2024 | 38.07% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 21'686 CHF | 15'843 CHF | 99.10% | 99.10% |
03.05.2024 | 30.63% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 28'197 CHF | 19'099 CHF | 98.14% | 98.14% |
02.05.2024 | 32.53% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 26'534 CHF | 18'267 CHF | 99.57% | 99.57% |