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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 48.95% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'525 CHF | 6'381 CHF | 99.65% | 99.65% |
16.05.2024 | 43.33% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 18'333 CHF | 7'083 CHF | 99.85% | 99.85% |
15.05.2024 | 41.34% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 19'530 CHF | 7'383 CHF | 100.00% | 100.00% |
14.05.2024 | 35.05% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 23'713 CHF | 8'428 CHF | 99.77% | 99.77% |
13.05.2024 | 39.61% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'290 CHF | 7'572 CHF | 100.00% | 100.00% |
10.05.2024 | 31.27% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 990'019 | 250'000 | 26'875 CHF | 9'291 CHF | 100.00% | 100.00% |
08.05.2024 | 25.22% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 34'904 CHF | 11'226 CHF | 100.00% | 100.00% |
07.05.2024 | 27.06% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 32'145 CHF | 10'536 CHF | 99.86% | 99.86% |
06.05.2024 | 26.20% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 33'327 CHF | 10'832 CHF | 99.81% | 99.81% |
03.05.2024 | 23.29% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 38'322 CHF | 12'080 CHF | 100.00% | 100.00% |