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 | 25.00% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 35'000 CHF | 11'250 CHF | 99.90% | 99.90% |
15.05.2024 | 25.12% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 34'825 CHF | 11'206 CHF | 100.00% | 100.00% |
14.05.2024 | 27.34% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 31'727 CHF | 10'432 CHF | 99.76% | 99.76% |
13.05.2024 | 25.00% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 35'000 CHF | 11'250 CHF | 100.00% | 100.00% |
10.05.2024 | 24.40% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 36'083 CHF | 11'521 CHF | 100.00% | 100.00% |
08.05.2024 | 22.20% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 993'811 | 250'000 | 39'792 CHF | 12'510 CHF | 96.88% | 96.88% |
07.05.2024 | 19.75% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 286'473 | 45'701 CHF | 16'092 CHF | 99.83% | 99.83% |
06.05.2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 999'273 | 499'757 | 49'964 CHF | 29'985 CHF | 99.76% | 99.76% |
03.05.2024 | 15.53% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 859'031 | 431'021 | 51'007 CHF | 29'897 CHF | 100.00% | 100.00% |
02.05.2024 | 16.99% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 944'821 | 478'681 | 50'934 CHF | 30'613 CHF | 100.00% | 100.00% |