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 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'000 CHF | 5'000 CHF | 99.84% | 99.84% |
15.05.2024 | 66.07% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'180 CHF | 5'045 CHF | 100.00% | 100.00% |
14.05.2024 | 48.03% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'984 CHF | 6'496 CHF | 99.79% | 99.79% |
13.05.2024 | 49.17% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'414 CHF | 6'354 CHF | 100.00% | 100.00% |
10.05.2024 | 44.08% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 995'869 | 250'000 | 17'896 CHF | 6'989 CHF | 100.00% | 100.00% |
08.05.2024 | 40.41% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 19'799 CHF | 7'450 CHF | 100.00% | 100.00% |
07.05.2024 | 31.74% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 998'883 | 250'745 | 26'699 CHF | 9'213 CHF | 99.83% | 99.83% |
06.05.2024 | 13.54% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 733'122 | 379'926 | 50'468 CHF | 29'957 CHF | 99.77% | 99.77% |
03.05.2024 | 11.05% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 593'371 | 346'388 | 50'751 CHF | 33'576 CHF | 100.00% | 100.00% |
02.05.2024 | 8.64% | 0.11 CHF | 0.12 CHF | 425'000 | 425'000 | 467'773 | 467'763 | 51'811 CHF | 56'488 CHF | 100.00% | 100.00% |