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 | 74.34% | 0.00 CHF | 0.01 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'327 CHF | 5'075 CHF | 99.85% | 99.85% |
15.05.2024 | 50.78% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 16'231 CHF | 6'558 CHF | 100.00% | 100.00% |
14.05.2024 | 32.14% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 26'286 CHF | 9'072 CHF | 99.79% | 99.79% |
13.05.2024 | 25.73% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 995'797 | 250'300 | 34'018 CHF | 11'053 CHF | 99.36% | 100.00% |
10.05.2024 | 6.46% | 0.16 CHF | 0.17 CHF | 300'000 | 300'000 | 347'940 | 337'471 | 52'183 CHF | 54'531 CHF | 95.36% | 95.68% |
08.05.2024 | 17.46% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 895'056 | 378'200 | 47'738 CHF | 24'936 CHF | 100.00% | 100.00% |
07.05.2024 | 29.78% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 29'425 CHF | 9'856 CHF | 99.78% | 99.78% |
06.05.2024 | 32.61% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 992'304 | 250'000 | 26'171 CHF | 9'091 CHF | 99.76% | 99.76% |
03.05.2024 | 43.18% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 18'995 CHF | 7'249 CHF | 100.00% | 100.00% |
02.05.2024 | 44.18% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 995'353 | 249'996 | 17'913 CHF | 7'004 CHF | 100.00% | 100.00% |