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 | 20.11% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 44'761 CHF | 13'690 CHF | 100.00% | 100.00% |
14.05.2024 | 21.12% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 42'479 CHF | 13'120 CHF | 100.00% | 100.00% |
13.05.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 40'000 CHF | 12'500 CHF | 100.00% | 100.00% |
10.05.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 990'703 | 250'000 | 39'628 CHF | 12'500 CHF | 100.00% | 100.00% |
08.05.2024 | 23.48% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 37'733 CHF | 11'933 CHF | 100.00% | 100.00% |
07.05.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 40'000 CHF | 12'500 CHF | 99.74% | 99.74% |
06.05.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 993'715 | 250'000 | 39'749 CHF | 12'500 CHF | 99.52% | 99.52% |
03.05.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 40'000 CHF | 12'500 CHF | 99.70% | 99.70% |
02.05.2024 | 24.03% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 991'819 | 250'000 | 36'466 CHF | 11'688 CHF | 100.00% | 100.00% |
30.04.2024 | 25.00% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 35'000 CHF | 11'250 CHF | 100.00% | 100.00% |