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 |
---|---|---|---|---|---|---|---|---|---|---|---|
27.05.2024 | 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% |
24.05.2024 | 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% |
23.05.2024 | 33.04% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 25'310 CHF | 8'827 CHF | 99.63% | 99.63% |
22.05.2024 | 30.42% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 28'062 CHF | 9'515 CHF | 98.46% | 98.46% |
21.05.2024 | 28.55% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 30'032 CHF | 10'008 CHF | 100.00% | 100.00% |
17.05.2024 | 24.83% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 35'301 CHF | 11'325 CHF | 100.00% | 100.00% |
16.05.2024 | 20.13% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 273'449 | 44'793 CHF | 15'090 CHF | 99.91% | 99.91% |
15.05.2024 | 18.53% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 453'961 | 49'030 CHF | 26'983 CHF | 100.00% | 100.00% |
14.05.2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 999'618 | 499'872 | 49'981 CHF | 29'992 CHF | 99.77% | 99.77% |
13.05.2024 | 16.66% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 923'257 | 473'838 | 50'801 CHF | 30'811 CHF | 100.00% | 100.00% |