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 | 102.00% | 0.00 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 4'873 CHF | 3'750 CHF | 100.00% | 100.00% |
14.05.2024 | 67.98% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 991'655 | 250'000 | 9'721 CHF | 4'951 CHF | 92.26% | 92.26% |
13.05.2024 | 61.89% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 11'433 CHF | 5'358 CHF | 100.00% | 100.00% |
10.05.2024 | 52.03% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 14'390 CHF | 6'097 CHF | 99.80% | 99.80% |
08.05.2024 | 30.49% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 28'004 CHF | 9'501 CHF | 100.00% | 100.00% |
07.05.2024 | 18.81% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 952'125 | 401'926 | 46'704 CHF | 24'508 CHF | 100.00% | 100.00% |
06.05.2024 | 10.06% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 541'987 | 362'596 | 51'220 CHF | 39'713 CHF | 100.00% | 100.00% |
03.05.2024 | 5.21% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 278'554 | 278'555 | 52'131 CHF | 54'917 CHF | 94.94% | 94.94% |
02.05.2024 | 4.13% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 221'357 | 221'357 | 52'499 CHF | 54'713 CHF | 100.00% | 100.00% |
30.04.2024 | 5.10% | 0.26 CHF | 0.27 CHF | 250'000 | 250'000 | 275'219 | 275'219 | 52'601 CHF | 55'354 CHF | 100.00% | 100.00% |