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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 50'000 CHF | 30'000 CHF | 100.00% | 100.00% |
22.05.2024 | 18.10% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 50'267 CHF | 30'134 CHF | 100.00% | 100.00% |
21.05.2024 | 18.47% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 466'739 | 49'211 CHF | 27'738 CHF | 100.00% | 100.00% |
17.05.2024 | 18.93% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 398'801 | 47'950 CHF | 23'374 CHF | 100.00% | 100.00% |
16.05.2024 | 18.63% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 453'336 | 48'772 CHF | 26'789 CHF | 100.00% | 100.00% |
15.05.2024 | 17.13% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 53'479 CHF | 31'739 CHF | 100.00% | 100.00% |
14.05.2024 | 15.58% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 59'245 CHF | 34'622 CHF | 92.21% | 92.21% |
13.05.2024 | 15.38% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 59'999 CHF | 35'000 CHF | 100.00% | 100.00% |
10.05.2024 | 16.57% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 499'980 | 55'363 CHF | 32'680 CHF | 100.00% | 100.00% |
08.05.2024 | 14.29% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 65'000 CHF | 37'500 CHF | 100.00% | 100.00% |