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 | 21.89% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 40'811 CHF | 25'405 CHF | 99.12% | 99.12% |
15.05.2024 | 13.88% | 0.06 CHF | 0.07 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'222 | 67'313 CHF | 30'941 CHF | 99.45% | 99.45% |
14.05.2024 | 13.18% | 0.06 CHF | 0.07 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 71'032 CHF | 32'413 CHF | 93.45% | 93.45% |
13.05.2024 | 20.72% | 0.06 CHF | 0.07 CHF | 1'000'000 | 400'000 | 1'000'000 | 482'565 | 44'390 CHF | 25'972 CHF | 98.33% | 98.33% |
10.05.2024 | 27.75% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 31'290 CHF | 20'645 CHF | 96.45% | 96.45% |
08.05.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'000 CHF | 20'000 CHF | 99.62% | 99.62% |
07.05.2024 | 23.06% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 38'677 CHF | 24'339 CHF | 98.49% | 98.49% |
06.05.2024 | 18.84% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 48'500 CHF | 29'250 CHF | 98.53% | 98.53% |
03.05.2024 | 13.70% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 499'904 | 68'382 CHF | 39'182 CHF | 99.43% | 99.43% |
02.05.2024 | 10.57% | 0.08 CHF | 0.09 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'265 | 89'701 CHF | 39'904 CHF | 99.52% | 99.52% |