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 |
---|---|---|---|---|---|---|---|---|---|---|---|
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 | 79.34% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 991'607 | 250'000 | 8'015 CHF | 4'525 CHF | 92.26% | 92.26% |
13.05.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'000 CHF | 5'000 CHF | 100.00% | 100.00% |
10.05.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'000 CHF | 5'000 CHF | 99.80% | 99.80% |
08.05.2024 | 47.47% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 16'267 CHF | 6'567 CHF | 100.00% | 100.00% |
07.05.2024 | 33.36% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 25'354 CHF | 8'839 CHF | 100.00% | 100.00% |
06.05.2024 | 23.16% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 997'165 | 280'777 | 38'632 CHF | 14'033 CHF | 100.00% | 100.00% |
03.05.2024 | 13.99% | 0.06 CHF | 0.07 CHF | 250'000 | 250'000 | 725'962 | 378'569 | 48'490 CHF | 29'102 CHF | 95.82% | 95.82% |
02.05.2024 | 10.54% | 0.09 CHF | 0.10 CHF | 500'000 | 500'000 | 564'520 | 364'566 | 50'738 CHF | 37'057 CHF | 100.00% | 100.00% |
30.04.2024 | 11.71% | 0.11 CHF | 0.12 CHF | 600'000 | 300'000 | 632'449 | 325'530 | 50'946 CHF | 29'463 CHF | 100.00% | 100.00% |