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 | 20.00% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 993'722 | 250'000 | 44'718 CHF | 13'750 CHF | 99.25% | 99.25% |
15.05.2024 | 18.78% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 994'448 | 414'167 | 48'084 CHF | 24'424 CHF | 99.39% | 99.39% |
14.05.2024 | 19.26% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 986'025 | 379'041 | 46'485 CHF | 21'970 CHF | 96.43% | 96.43% |
13.05.2024 | 14.31% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 773'713 | 399'707 | 50'200 CHF | 29'932 CHF | 99.38% | 99.38% |
10.05.2024 | 14.29% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 767'360 | 397'817 | 49'878 CHF | 29'836 CHF | 99.38% | 99.38% |
08.05.2024 | 14.45% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 779'937 | 401'875 | 50'088 CHF | 29'834 CHF | 99.39% | 99.39% |
07.05.2024 | 15.38% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 846'237 | 423'902 | 50'805 CHF | 29'689 CHF | 99.23% | 99.23% |
06.05.2024 | 15.20% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 826'113 | 417'445 | 50'234 CHF | 29'564 CHF | 99.19% | 99.19% |
03.05.2024 | 15.38% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 845'296 | 423'628 | 50'718 CHF | 29'654 CHF | 99.39% | 99.39% |
02.05.2024 | 15.31% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 837'905 | 421'243 | 50'536 CHF | 29'622 CHF | 99.38% | 99.38% |