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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'000 CHF | 3'750 CHF | 92.22% | 92.22% |
13.05.2024 | 99.69% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'047 CHF | 3'762 CHF | 100.00% | 100.00% |
10.05.2024 | 66.64% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'209 CHF | 5'052 CHF | 100.00% | 100.00% |
08.05.2024 | 51.25% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 14'625 CHF | 6'156 CHF | 100.00% | 100.00% |
07.05.2024 | 41.11% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 999'996 | 250'000 | 19'447 CHF | 7'362 CHF | 100.00% | 100.00% |
06.05.2024 | 26.89% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 998'784 | 253'647 | 32'447 CHF | 10'802 CHF | 100.00% | 100.00% |
03.05.2024 | 16.22% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 858'638 | 397'217 | 48'989 CHF | 27'163 CHF | 97.86% | 97.86% |
02.05.2024 | 12.55% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 681'461 | 351'665 | 50'881 CHF | 29'780 CHF | 100.00% | 100.00% |
30.04.2024 | 13.80% | 0.08 CHF | 0.09 CHF | 775'000 | 400'000 | 753'612 | 388'017 | 50'850 CHF | 30'071 CHF | 100.00% | 100.00% |
29.04.2024 | 14.69% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 805'270 | 408'229 | 50'776 CHF | 29'847 CHF | 100.00% | 100.00% |