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 | 23.17% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 38'328 CHF | 12'082 CHF | 99.82% | 99.82% |
15.05.2024 | 21.44% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 992'255 | 287'864 | 41'716 CHF | 15'265 CHF | 99.41% | 99.41% |
14.05.2024 | 30.97% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 27'493 CHF | 9'373 CHF | 99.76% | 99.76% |
13.05.2024 | 25.50% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 34'309 CHF | 11'077 CHF | 100.00% | 100.00% |
10.05.2024 | 21.86% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 986'380 | 250'000 | 40'617 CHF | 12'771 CHF | 100.00% | 100.00% |
08.05.2024 | 27.74% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 31'208 CHF | 10'302 CHF | 100.00% | 100.00% |
07.05.2024 | 34.76% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 668'355 | 250'000 | 16'364 CHF | 8'483 CHF | 99.82% | 99.82% |
06.05.2024 | 39.18% | 0.02 CHF | 0.03 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'154 CHF | 7'654 CHF | 99.77% | 99.77% |
03.05.2024 | 42.62% | 0.02 CHF | 0.03 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'817 CHF | 7'317 CHF | 100.00% | 100.00% |
02.05.2024 | 49.83% | 0.02 CHF | 0.03 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 3'771 CHF | 6'271 CHF | 100.00% | 100.00% |