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 | 28.55% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'028 CHF | 20'014 CHF | 96.09% | 96.09% |
15.05.2024 | 35.55% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 23'892 CHF | 16'946 CHF | 99.12% | 99.12% |
14.05.2024 | 28.80% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 29'804 CHF | 19'902 CHF | 93.96% | 93.96% |
13.05.2024 | 41.91% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 19'580 CHF | 14'790 CHF | 95.63% | 95.63% |
10.05.2024 | 39.33% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'588 CHF | 15'294 CHF | 99.61% | 99.61% |
08.05.2024 | 56.61% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 13'005 CHF | 11'503 CHF | 99.46% | 99.46% |
07.05.2024 | 32.31% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 25'982 CHF | 17'991 CHF | 99.60% | 99.60% |
06.05.2024 | 35.86% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 22'994 CHF | 16'497 CHF | 99.09% | 99.09% |
03.05.2024 | 30.78% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 28'072 CHF | 19'036 CHF | 98.19% | 98.19% |
02.05.2024 | 32.14% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 26'877 CHF | 18'439 CHF | 99.46% | 99.46% |