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 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'000 CHF | 10'000 CHF | 99.37% | 99.37% |
15.05.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'000 CHF | 10'000 CHF | 99.38% | 99.38% |
14.05.2024 | 65.89% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'293 CHF | 10'146 CHF | 99.36% | 99.36% |
13.05.2024 | 44.43% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 18'338 CHF | 14'169 CHF | 98.80% | 98.80% |
10.05.2024 | 38.55% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 21'273 CHF | 15'636 CHF | 99.37% | 99.37% |
08.05.2024 | 22.23% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 40'112 CHF | 25'056 CHF | 99.37% | 99.37% |
07.05.2024 | 11.43% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 474'454 | 83'635 CHF | 44'113 CHF | 98.16% | 98.16% |
06.05.2024 | 11.08% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 474'792 | 85'526 CHF | 45'242 CHF | 99.38% | 99.38% |
03.05.2024 | 10.67% | 0.09 CHF | 0.10 CHF | 1'000'000 | 400'000 | 1'000'000 | 472'688 | 88'852 CHF | 46'695 CHF | 99.35% | 99.35% |
02.05.2024 | 9.74% | 0.10 CHF | 0.11 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'266 | 97'931 CHF | 43'199 CHF | 99.35% | 99.35% |