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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 37.70% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 21'728 CHF | 7'932 CHF | 100.00% | 100.00% |
14.05.2024 | 46.51% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 249'875 | 16'746 CHF | 6'683 CHF | 99.72% | 99.72% |
13.05.2024 | 29.15% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 249'840 | 29'799 CHF | 9'943 CHF | 100.00% | 100.00% |
10.05.2024 | 24.96% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 984'613 | 250'000 | 34'706 CHF | 11'292 CHF | 100.00% | 100.00% |
08.05.2024 | 39.76% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'578 CHF | 7'644 CHF | 100.00% | 100.00% |
07.05.2024 | 53.51% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 13'953 CHF | 5'988 CHF | 99.79% | 99.79% |
06.05.2024 | 66.20% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'139 CHF | 5'035 CHF | 99.77% | 99.77% |
03.05.2024 | 66.51% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'046 CHF | 5'011 CHF | 99.79% | 99.79% |
02.05.2024 | 66.32% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 986'424 | 250'000 | 9'969 CHF | 5'026 CHF | 100.00% | 100.00% |
30.04.2024 | 51.97% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 14'408 CHF | 6'102 CHF | 100.00% | 100.00% |