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 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'000 CHF | 20'000 CHF | 96.09% | 96.09% |
15.05.2024 | 20.26% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 44'867 CHF | 27'433 CHF | 99.13% | 99.13% |
14.05.2024 | 18.26% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 49'798 CHF | 29'899 CHF | 93.96% | 93.96% |
13.05.2024 | 16.57% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 429'358 | 56'606 CHF | 28'308 CHF | 95.60% | 95.60% |
10.05.2024 | 15.19% | 0.06 CHF | 0.07 CHF | 1'000'000 | 400'000 | 1'000'000 | 475'807 | 60'966 CHF | 33'739 CHF | 99.58% | 99.58% |
08.05.2024 | 9.44% | 0.08 CHF | 0.09 CHF | 1'000'000 | 400'000 | 999'839 | 399'839 | 101'401 CHF | 44'548 CHF | 99.46% | 99.46% |
07.05.2024 | 11.74% | 0.08 CHF | 0.09 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'180 | 80'195 CHF | 36'092 CHF | 99.60% | 99.60% |
06.05.2024 | 9.72% | 0.10 CHF | 0.11 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 98'095 CHF | 43'238 CHF | 99.07% | 99.07% |
03.05.2024 | 8.52% | 0.12 CHF | 0.13 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 112'630 CHF | 49'052 CHF | 98.22% | 98.22% |
02.05.2024 | 6.25% | 0.13 CHF | 0.14 CHF | 1'000'000 | 400'000 | 998'272 | 398'272 | 155'992 CHF | 66'204 CHF | 99.52% | 99.52% |