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 | 33.00% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 28'350 CHF | 19'175 CHF | 97.97% | 97.97% |
15.05.2024 | 24.96% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 35'687 CHF | 22'844 CHF | 99.46% | 99.46% |
14.05.2024 | 22.54% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 40'440 CHF | 25'220 CHF | 99.56% | 99.56% |
13.05.2024 | 26.83% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 32'971 CHF | 21'486 CHF | 99.02% | 99.02% |
10.05.2024 | 23.41% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 38'134 CHF | 24'067 CHF | 99.10% | 99.10% |
08.05.2024 | 24.37% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 36'610 CHF | 23'305 CHF | 99.50% | 99.50% |
07.05.2024 | 19.44% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 46'883 CHF | 28'442 CHF | 99.52% | 99.52% |
06.05.2024 | 15.36% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 60'115 CHF | 35'058 CHF | 98.84% | 98.84% |
03.05.2024 | 13.57% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 68'850 CHF | 39'425 CHF | 98.14% | 98.14% |
02.05.2024 | 21.56% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 41'654 CHF | 25'827 CHF | 99.48% | 99.48% |