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 | 21.09% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 989'594 | 253'147 | 42'080 CHF | 13'310 CHF | 99.86% | 99.86% |
15.05.2024 | 16.32% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 902'848 | 458'129 | 50'818 CHF | 30'359 CHF | 100.00% | 100.00% |
14.05.2024 | 17.69% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 968'791 | 466'699 | 50'062 CHF | 28'920 CHF | 99.75% | 99.75% |
13.05.2024 | 18.46% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 989'107 | 433'378 | 48'769 CHF | 25'948 CHF | 100.00% | 100.00% |
10.05.2024 | 23.27% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 989'008 | 250'000 | 37'739 CHF | 12'041 CHF | 100.00% | 100.00% |
08.05.2024 | 29.09% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 29'457 CHF | 9'864 CHF | 100.00% | 100.00% |
07.05.2024 | 42.06% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 18'986 CHF | 7'246 CHF | 99.83% | 99.83% |
06.05.2024 | 46.53% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 16'735 CHF | 6'684 CHF | 99.77% | 99.77% |
03.05.2024 | 41.52% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 19'238 CHF | 7'310 CHF | 100.00% | 100.00% |
02.05.2024 | 34.18% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 990'329 | 250'000 | 24'177 CHF | 8'605 CHF | 100.00% | 100.00% |