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 | 19.99% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 999'301 | 298'947 | 45'204 CHF | 16'740 CHF | 100.00% | 100.00% |
14.05.2024 | 24.22% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 36'573 CHF | 11'643 CHF | 100.00% | 100.00% |
13.05.2024 | 21.84% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 999'783 | 253'050 | 40'867 CHF | 12'890 CHF | 100.00% | 100.00% |
10.05.2024 | 16.96% | 0.05 CHF | 0.06 CHF | 925'000 | 475'000 | 933'837 | 477'691 | 50'429 CHF | 30'580 CHF | 100.00% | 100.00% |
08.05.2024 | 17.70% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 948'549 | 416'792 | 49'023 CHF | 26'145 CHF | 100.00% | 100.00% |
07.05.2024 | 18.00% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 961'993 | 423'404 | 48'841 CHF | 26'097 CHF | 99.75% | 99.75% |
06.05.2024 | 24.56% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 994'663 | 250'000 | 35'628 CHF | 11'454 CHF | 99.53% | 99.53% |
03.05.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 982'935 | 250'000 | 29'700 CHF | 10'066 CHF | 99.69% | 99.69% |
02.05.2024 | 26.53% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 997'781 | 250'000 | 33'070 CHF | 10'789 CHF | 100.00% | 100.00% |
30.04.2024 | 25.57% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 252'597 | 34'906 CHF | 11'371 CHF | 100.00% | 100.00% |