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 |
---|---|---|---|---|---|---|---|---|---|---|---|
27.05.2024 | 48.71% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 957'044 | 250'000 | 14'822 CHF | 6'416 CHF | 69.18% | 69.18% |
24.05.2024 | 31.52% | 0.03 CHF | 0.04 CHF | 250'000 | 250'000 | 869'519 | 250'000 | 23'355 CHF | 9'230 CHF | 56.76% | 56.76% |
23.05.2024 | 29.57% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 783'882 | 250'000 | 23'461 CHF | 9'924 CHF | 50.12% | 50.12% |
22.05.2024 | 28.63% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 30'140 CHF | 10'035 CHF | 98.21% | 98.21% |
21.05.2024 | 34.06% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 998'405 | 250'000 | 24'795 CHF | 8'703 CHF | 100.00% | 100.00% |
17.05.2024 | 32.37% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 26'007 CHF | 9'002 CHF | 100.00% | 100.00% |
16.05.2024 | 30.08% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 28'557 CHF | 9'639 CHF | 99.76% | 99.76% |
15.05.2024 | 27.96% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 30'935 CHF | 10'234 CHF | 100.00% | 100.00% |
14.05.2024 | 29.75% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 994'958 | 250'000 | 28'629 CHF | 9'691 CHF | 99.54% | 99.54% |
13.05.2024 | 29.11% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 29'630 CHF | 9'907 CHF | 100.00% | 100.00% |