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 | 32.23% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 26'158 CHF | 9'039 CHF | 99.77% | 99.77% |
15.05.2024 | 29.36% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 29'173 CHF | 9'793 CHF | 100.00% | 100.00% |
14.05.2024 | 30.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 27'906 CHF | 9'477 CHF | 100.00% | 100.00% |
13.05.2024 | 29.37% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 29'166 CHF | 9'791 CHF | 100.00% | 100.00% |
10.05.2024 | 28.40% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 981'389 | 250'000 | 29'585 CHF | 10'059 CHF | 100.00% | 100.00% |
08.05.2024 | 31.16% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 27'464 CHF | 9'366 CHF | 100.00% | 100.00% |
07.05.2024 | 34.32% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 24'261 CHF | 8'565 CHF | 99.76% | 99.76% |
06.05.2024 | 34.05% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'618 | 250'000 | 24'280 CHF | 8'616 CHF | 99.51% | 99.51% |
03.05.2024 | 38.10% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 21'425 CHF | 7'856 CHF | 99.71% | 99.71% |
02.05.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 984'959 | 250'000 | 19'699 CHF | 7'500 CHF | 100.00% | 100.00% |