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 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 995'804 | 250'000 | 9'958 CHF | 5'000 CHF | 98.36% | 98.36% |
15.05.2024 | 43.49% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 18'254 CHF | 7'063 CHF | 99.89% | 99.89% |
14.05.2024 | 39.96% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'027 CHF | 7'507 CHF | 92.27% | 92.27% |
13.05.2024 | 40.01% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 19'997 CHF | 7'499 CHF | 100.00% | 100.00% |
10.05.2024 | 39.98% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'012 CHF | 7'503 CHF | 100.00% | 100.00% |
08.05.2024 | 29.27% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 29'265 CHF | 9'816 CHF | 100.00% | 100.00% |
07.05.2024 | 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% |
06.05.2024 | 23.28% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 254'300 | 38'088 CHF | 12'237 CHF | 100.00% | 100.00% |
03.05.2024 | 17.09% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 909'903 | 408'661 | 48'925 CHF | 26'501 CHF | 97.87% | 97.87% |
02.05.2024 | 12.88% | 0.07 CHF | 0.08 CHF | 625'000 | 325'000 | 697'585 | 360'643 | 50'652 CHF | 29'789 CHF | 100.00% | 100.00% |