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 | 15.38% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 60'000 CHF | 35'000 CHF | 96.08% | 96.08% |
15.05.2024 | 17.91% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 50'980 CHF | 30'490 CHF | 99.12% | 99.12% |
14.05.2024 | 18.15% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 50'112 CHF | 30'056 CHF | 93.96% | 93.96% |
13.05.2024 | 21.16% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 42'799 CHF | 26'399 CHF | 95.62% | 95.62% |
10.05.2024 | 18.24% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 49'850 CHF | 29'925 CHF | 99.58% | 99.58% |
08.05.2024 | 22.23% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 39'985 CHF | 24'993 CHF | 99.45% | 99.45% |
07.05.2024 | 18.17% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 50'040 CHF | 30'020 CHF | 99.58% | 99.58% |
06.05.2024 | 18.22% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 49'905 CHF | 29'952 CHF | 99.10% | 99.10% |
03.05.2024 | 18.74% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 48'615 CHF | 29'307 CHF | 98.08% | 98.08% |
02.05.2024 | 19.46% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 46'836 CHF | 28'418 CHF | 99.55% | 99.55% |