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 | 29.07% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 29'817 CHF | 9'954 CHF | 100.00% | 100.00% |
14.05.2024 | 25.85% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 33'821 CHF | 10'955 CHF | 92.22% | 92.22% |
13.05.2024 | 24.66% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 35'605 CHF | 11'401 CHF | 100.00% | 100.00% |
10.05.2024 | 22.93% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 254'889 | 38'805 CHF | 12'470 CHF | 100.00% | 100.00% |
08.05.2024 | 16.91% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 934'874 | 477'293 | 50'636 CHF | 30'632 CHF | 100.00% | 100.00% |
07.05.2024 | 12.56% | 0.06 CHF | 0.07 CHF | 775'000 | 400'000 | 676'852 | 352'569 | 50'466 CHF | 29'839 CHF | 100.00% | 100.00% |
06.05.2024 | 8.42% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 456'688 | 456'688 | 51'960 CHF | 56'527 CHF | 100.00% | 100.00% |
03.05.2024 | 6.42% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 343'739 | 343'738 | 51'861 CHF | 55'299 CHF | 97.86% | 97.86% |
02.05.2024 | 5.67% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 303'692 | 303'676 | 52'095 CHF | 55'129 CHF | 100.00% | 100.00% |
30.04.2024 | 6.32% | 0.17 CHF | 0.18 CHF | 350'000 | 350'000 | 342'746 | 342'743 | 52'568 CHF | 55'995 CHF | 100.00% | 100.00% |