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 | 36.71% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'051 | 250'000 | 22'332 CHF | 8'118 CHF | 99.40% | 99.40% |
14.05.2024 | 28.12% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 30'711 CHF | 10'178 CHF | 99.80% | 99.80% |
13.05.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 30'000 CHF | 10'000 CHF | 100.00% | 100.00% |
10.05.2024 | 27.97% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 986'331 | 250'000 | 30'463 CHF | 10'218 CHF | 100.00% | 100.00% |
08.05.2024 | 24.57% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 35'767 CHF | 11'442 CHF | 100.00% | 100.00% |
07.05.2024 | 20.16% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 668'333 | 257'771 | 29'575 CHF | 14'121 CHF | 99.82% | 99.82% |
06.05.2024 | 16.96% | 0.06 CHF | 0.07 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 13'509 CHF | 16'009 CHF | 99.77% | 99.77% |
03.05.2024 | 13.84% | 0.06 CHF | 0.07 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 17'130 CHF | 19'630 CHF | 99.79% | 99.79% |
02.05.2024 | 10.69% | 0.09 CHF | 0.10 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 22'177 CHF | 24'677 CHF | 100.00% | 100.00% |
30.04.2024 | 10.61% | 0.10 CHF | 0.11 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 22'335 CHF | 24'835 CHF | 100.00% | 100.00% |