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 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'000 CHF | 3'750 CHF | 100.00% | 100.00% |
15.05.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'000 CHF | 3'750 CHF | 100.00% | 100.00% |
14.05.2024 | 93.42% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'987 CHF | 3'997 CHF | 92.22% | 92.22% |
13.05.2024 | 69.31% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 9'603 CHF | 4'901 CHF | 100.00% | 100.00% |
10.05.2024 | 62.31% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 11'578 CHF | 5'395 CHF | 100.00% | 100.00% |
08.05.2024 | 37.95% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 21'540 CHF | 7'885 CHF | 100.00% | 100.00% |
07.05.2024 | 22.39% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 988'450 | 282'695 | 39'903 CHF | 14'662 CHF | 100.00% | 100.00% |
06.05.2024 | 10.39% | 0.10 CHF | 0.11 CHF | 575'000 | 300'000 | 557'820 | 370'211 | 50'933 CHF | 38'607 CHF | 100.00% | 100.00% |
03.05.2024 | 6.09% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 325'759 | 325'758 | 51'947 CHF | 55'204 CHF | 97.86% | 97.86% |
02.05.2024 | 5.09% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 274'390 | 274'390 | 52'603 CHF | 55'347 CHF | 100.00% | 100.00% |