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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 24.54% | 0.04 CHF | 0.05 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 54'513 CHF | 13'903 CHF | 99.27% | 99.27% |
22.05.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 45'000 CHF | 12'000 CHF | 99.37% | 99.37% |
21.05.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 45'006 CHF | 12'001 CHF | 99.26% | 99.26% |
17.05.2024 | 39.47% | 0.03 CHF | 0.04 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 30'695 CHF | 9'139 CHF | 99.14% | 99.14% |
16.05.2024 | 39.27% | 0.02 CHF | 0.03 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 30'955 CHF | 9'191 CHF | 99.36% | 99.36% |
15.05.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 45'000 CHF | 12'000 CHF | 99.16% | 99.16% |
14.05.2024 | 28.81% | 0.03 CHF | 0.04 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 44'689 CHF | 11'938 CHF | 99.36% | 99.36% |
13.05.2024 | 28.44% | 0.03 CHF | 0.04 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 45'313 CHF | 12'063 CHF | 98.85% | 98.85% |
10.05.2024 | 38.50% | 0.02 CHF | 0.03 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 31'963 CHF | 9'393 CHF | 99.37% | 99.37% |
08.05.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 30'000 CHF | 9'000 CHF | 99.36% | 99.36% |