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 | 37.14% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 22'147 CHF | 8'037 CHF | 99.77% | 99.77% |
15.05.2024 | 35.67% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 23'248 CHF | 8'312 CHF | 100.00% | 100.00% |
14.05.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 25'000 CHF | 8'750 CHF | 100.00% | 100.00% |
13.05.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 25'000 CHF | 8'750 CHF | 100.00% | 100.00% |
10.05.2024 | 33.01% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 996'075 | 250'000 | 25'242 CHF | 8'835 CHF | 100.00% | 100.00% |
08.05.2024 | 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% |
07.05.2024 | 27.01% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 32'180 CHF | 10'545 CHF | 99.74% | 99.74% |
06.05.2024 | 25.06% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 994'344 | 250'000 | 34'722 CHF | 11'230 CHF | 99.52% | 99.52% |
03.05.2024 | 25.71% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 34'034 CHF | 11'009 CHF | 99.70% | 99.70% |
02.05.2024 | 22.32% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 996'422 | 250'000 | 39'828 CHF | 12'497 CHF | 100.00% | 100.00% |