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 | 115.79% | 0.00 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 4'000 CHF | 3'750 CHF | 100.00% | 100.00% |
15.05.2024 | 104.49% | 0.00 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 4'716 CHF | 3'750 CHF | 100.00% | 100.00% |
14.05.2024 | 94.58% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 991'638 | 250'000 | 5'729 CHF | 3'953 CHF | 92.26% | 92.26% |
13.05.2024 | 68.38% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 9'743 CHF | 4'936 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 | 40.15% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 19'933 CHF | 7'483 CHF | 100.00% | 100.00% |
07.05.2024 | 26.90% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 32'813 CHF | 10'703 CHF | 100.00% | 100.00% |
06.05.2024 | 16.57% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 896'832 | 414'949 | 49'651 CHF | 27'497 CHF | 100.00% | 100.00% |
03.05.2024 | 8.90% | 0.10 CHF | 0.11 CHF | 250'000 | 250'000 | 463'694 | 409'492 | 50'009 CHF | 49'474 CHF | 95.82% | 95.82% |
02.05.2024 | 6.78% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 368'843 | 368'844 | 52'583 CHF | 56'271 CHF | 100.00% | 100.00% |