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 | 44.06% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 17'824 CHF | 13'912 CHF | 98.67% | 98.67% |
15.05.2024 | 29.49% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 29'153 CHF | 19'576 CHF | 96.46% | 96.46% |
14.05.2024 | 28.15% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 31'036 CHF | 20'518 CHF | 98.43% | 98.43% |
13.05.2024 | 42.28% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 19'037 CHF | 14'518 CHF | 94.98% | 94.98% |
10.05.2024 | 53.14% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 13'899 CHF | 11'950 CHF | 97.62% | 97.62% |
08.05.2024 | 49.38% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 16'482 CHF | 13'241 CHF | 98.70% | 98.70% |
07.05.2024 | 25.49% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 34'847 CHF | 22'423 CHF | 98.72% | 98.72% |
06.05.2024 | 26.51% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 33'243 CHF | 21'622 CHF | 97.75% | 97.75% |
03.05.2024 | 24.06% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 37'113 CHF | 23'556 CHF | 98.95% | 98.95% |
02.05.2024 | 24.49% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 36'425 CHF | 23'212 CHF | 99.08% | 99.08% |