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 | 28.79% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 990'886 | 250'000 | 29'501 CHF | 9'944 CHF | 99.83% | 99.83% |
15.05.2024 | 28.46% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 30'160 CHF | 10'040 CHF | 100.00% | 100.00% |
14.05.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 30'004 CHF | 10'001 CHF | 99.79% | 99.79% |
13.05.2024 | 29.48% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 29'048 CHF | 9'762 CHF | 100.00% | 100.00% |
10.05.2024 | 32.82% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 989'057 | 250'000 | 25'257 CHF | 8'886 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 | 38.97% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'771 CHF | 7'693 CHF | 99.79% | 99.79% |
06.05.2024 | 39.43% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'425 CHF | 7'606 CHF | 99.77% | 99.77% |
03.05.2024 | 35.71% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 23'219 CHF | 8'305 CHF | 99.79% | 99.79% |
02.05.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 990'374 | 250'000 | 24'759 CHF | 8'750 CHF | 100.00% | 100.00% |