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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 26.22% | 0.03 CHF | 0.04 CHF | 1'000'000 | 1'000'000 | 960'818 | 960'818 | 39'449 CHF | 49'286 CHF | 99.56% | 99.56% |
14.05.2024 | 18.82% | 0.05 CHF | 0.06 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 48'245 CHF | 58'245 CHF | 99.83% | 99.83% |
13.05.2024 | 16.99% | 0.06 CHF | 0.07 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 53'887 CHF | 63'887 CHF | 100.00% | 100.00% |
10.05.2024 | 17.96% | 0.06 CHF | 0.07 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 50'759 CHF | 60'759 CHF | 100.00% | 100.00% |
08.05.2024 | 16.22% | 0.06 CHF | 0.07 CHF | 1'000'000 | 1'000'000 | 999'852 | 999'852 | 56'812 CHF | 66'812 CHF | 99.41% | 99.41% |
07.05.2024 | 13.31% | 0.06 CHF | 0.07 CHF | 1'000'000 | 1'000'000 | 999'076 | 999'076 | 70'462 CHF | 80'462 CHF | 100.00% | 100.00% |
06.05.2024 | 10.70% | 0.08 CHF | 0.09 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 89'121 CHF | 99'121 CHF | 99.76% | 99.76% |
03.05.2024 | 8.47% | 0.12 CHF | 0.13 CHF | 1'000'000 | 1'000'000 | 987'325 | 987'325 | 116'970 CHF | 126'928 CHF | 99.27% | 99.27% |
02.05.2024 | 6.89% | 0.14 CHF | 0.15 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 140'464 CHF | 150'464 CHF | 98.87% | 98.87% |
30.04.2024 | 7.38% | 0.15 CHF | 0.16 CHF | 1'000'000 | 1'000'000 | 999'425 | 999'425 | 130'766 CHF | 140'766 CHF | 99.73% | 99.73% |