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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.06.2024 | 60.58% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 199'519 | 12'823 CHF | 4'313 CHF | 99.37% | 99.37% |
13.06.2024 | 27.71% | 0.03 CHF | 0.04 CHF | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 31'354 CHF | 4'135 CHF | 99.32% | 99.32% |
12.06.2024 | 35.10% | 0.04 CHF | 0.05 CHF | 1'000'000 | 100'000 | 1'000'000 | 133'536 | 25'081 CHF | 4'514 CHF | 99.38% | 99.38% |
11.06.2024 | 35.62% | 0.02 CHF | 0.03 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 23'836 CHF | 5'075 CHF | 99.38% | 99.38% |
10.06.2024 | 30.28% | 0.03 CHF | 0.04 CHF | 1'000'000 | 150'000 | 1'000'000 | 127'070 | 28'508 CHF | 4'859 CHF | 99.38% | 99.38% |
07.06.2024 | 22.64% | 0.03 CHF | 0.04 CHF | 1'000'000 | 150'000 | 1'000'000 | 107'093 | 39'797 CHF | 5'263 CHF | 99.14% | 99.14% |
05.06.2024 | 29.53% | 0.03 CHF | 0.04 CHF | 1'000'000 | 150'000 | 1'000'000 | 149'979 | 29'252 CHF | 5'887 CHF | 99.37% | 99.37% |
04.06.2024 | 26.01% | 0.02 CHF | 0.03 CHF | 1'000'000 | 150'000 | 1'000'000 | 136'917 | 34'713 CHF | 6'053 CHF | 99.09% | 99.09% |
03.06.2024 | 15.28% | 0.04 CHF | 0.05 CHF | 1'000'000 | 100'000 | 1'000'000 | 93'441 | 61'208 CHF | 6'592 CHF | 99.38% | 99.38% |
31.05.2024 | 14.69% | 0.06 CHF | 0.07 CHF | 1'000'000 | 100'000 | 1'000'000 | 96'082 | 63'668 CHF | 7'029 CHF | 99.38% | 99.38% |