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 | 63.44% | 0.05 CHF | 0.09 CHF | 1'000'000 | 250'000 | 992'381 | 250'000 | 42'809 CHF | 20'788 CHF | 99.39% | 99.39% |
14.05.2024 | 69.17% | 0.04 CHF | 0.08 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 38'120 CHF | 19'530 CHF | 99.16% | 99.16% |
13.05.2024 | 75.72% | 0.03 CHF | 0.07 CHF | 1'000'000 | 250'000 | 994'037 | 250'000 | 32'890 CHF | 18'269 CHF | 99.39% | 99.39% |
10.05.2024 | 61.38% | 0.04 CHF | 0.08 CHF | 1'000'000 | 250'000 | 981'400 | 280'092 | 44'384 CHF | 24'006 CHF | 99.39% | 99.39% |
08.05.2024 | 59.51% | 0.06 CHF | 0.10 CHF | 1'000'000 | 500'000 | 982'775 | 378'406 | 46'734 CHF | 33'631 CHF | 79.54% | 79.54% |
07.05.2024 | 52.86% | 0.06 CHF | 0.10 CHF | 925'000 | 475'000 | 844'845 | 350'744 | 47'474 CHF | 35'011 CHF | 99.22% | 99.22% |
06.05.2024 | 104.68% | 0.04 CHF | 0.08 CHF | 1'000'000 | 250'000 | 993'658 | 250'000 | 20'447 CHF | 15'153 CHF | 99.20% | 99.20% |
03.05.2024 | 159.65% | 0.01 CHF | 0.05 CHF | 1'000'000 | 250'000 | 992'113 | 250'000 | 5'026 CHF | 11'266 CHF | 99.39% | 99.39% |
02.05.2024 | 129.73% | 0.01 CHF | 0.05 CHF | 1'000'000 | 250'000 | 977'308 | 250'000 | 12'696 CHF | 13'431 CHF | 94.47% | 94.47% |
30.04.2024 | 106.13% | 0.05 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 358'374 | 27'478 CHF | 26'613 CHF | 99.43% | 99.43% |