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 | - | - CHF | 0.02 CHF | 0 | 1'000'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
15.05.2024 | 42.07% | 0.00 CHF | 0.02 CHF | 250'000 | 1'000'000 | 996'845 | 996'845 | 19'036 CHF | 29'025 CHF | 65.62% | 99.55% |
14.05.2024 | 27.21% | 0.02 CHF | 0.03 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 31'989 CHF | 41'989 CHF | 99.85% | 99.85% |
13.05.2024 | 24.10% | 0.04 CHF | 0.05 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 36'540 CHF | 46'540 CHF | 100.00% | 100.00% |
10.05.2024 | 25.16% | 0.04 CHF | 0.05 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 34'860 CHF | 44'860 CHF | 100.00% | 100.00% |
08.05.2024 | 14.59% | 0.07 CHF | 0.08 CHF | 1'000'000 | 1'000'000 | 999'851 | 999'851 | 63'815 CHF | 73'815 CHF | 99.45% | 99.45% |
07.05.2024 | 9.29% | 0.08 CHF | 0.09 CHF | 1'000'000 | 1'000'000 | 999'070 | 999'070 | 104'191 CHF | 114'191 CHF | 100.00% | 100.00% |
06.05.2024 | 5.80% | 0.15 CHF | 0.16 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 170'639 CHF | 180'639 CHF | 99.72% | 99.72% |
03.05.2024 | 3.89% | 0.25 CHF | 0.26 CHF | 1'000'000 | 1'000'000 | 987'487 | 987'487 | 262'337 CHF | 272'296 CHF | 99.23% | 99.23% |
02.05.2024 | 3.12% | 0.32 CHF | 0.33 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 316'351 CHF | 326'351 CHF | 98.81% | 98.81% |