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 | 28.31% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 30'364 CHF | 10'091 CHF | 99.75% | 99.75% |
15.05.2024 | 28.43% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 30'202 CHF | 10'050 CHF | 100.00% | 100.00% |
14.05.2024 | 28.48% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 30'134 CHF | 10'034 CHF | 100.00% | 100.00% |
13.05.2024 | 28.16% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 30'578 CHF | 10'145 CHF | 100.00% | 100.00% |
10.05.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 990'854 | 250'000 | 29'726 CHF | 10'000 CHF | 100.00% | 100.00% |
08.05.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 25'000 CHF | 8'750 CHF | 100.00% | 100.00% |
07.05.2024 | 33.14% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 25'200 CHF | 8'800 CHF | 99.74% | 99.74% |
06.05.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 993'774 | 250'000 | 24'844 CHF | 8'750 CHF | 99.51% | 99.51% |
03.05.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 25'000 CHF | 8'750 CHF | 99.70% | 99.70% |
02.05.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 991'978 | 250'000 | 24'800 CHF | 8'750 CHF | 100.00% | 100.00% |