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 | 24.77% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 35'981 CHF | 11'495 CHF | 100.00% | 100.00% |
14.05.2024 | 23.79% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 37'179 CHF | 11'795 CHF | 100.00% | 100.00% |
13.05.2024 | 23.45% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 37'798 CHF | 11'950 CHF | 100.00% | 100.00% |
10.05.2024 | 22.18% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 995'046 | 250'000 | 40'058 CHF | 12'558 CHF | 100.00% | 100.00% |
08.05.2024 | 20.20% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 283'579 | 44'665 CHF | 15'673 CHF | 100.00% | 100.00% |
07.05.2024 | 18.94% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 997'557 | 375'042 | 47'811 CHF | 22'002 CHF | 99.74% | 99.74% |
06.05.2024 | 15.26% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 834'312 | 420'397 | 50'512 CHF | 29'663 CHF | 99.52% | 99.52% |
03.05.2024 | 14.25% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 775'967 | 398'127 | 50'590 CHF | 29'955 CHF | 99.70% | 99.70% |
02.05.2024 | 11.38% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 608'277 | 312'082 | 50'478 CHF | 29'002 CHF | 100.00% | 100.00% |
30.04.2024 | 12.07% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 650'840 | 335'709 | 50'658 CHF | 29'475 CHF | 100.00% | 100.00% |