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 | 25.28% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 34'709 CHF | 11'177 CHF | 99.77% | 99.77% |
15.05.2024 | 28.75% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 29'808 CHF | 9'952 CHF | 100.00% | 100.00% |
14.05.2024 | 33.24% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 25'102 CHF | 8'776 CHF | 100.00% | 100.00% |
13.05.2024 | 29.36% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 29'171 CHF | 9'793 CHF | 100.00% | 100.00% |
10.05.2024 | 27.88% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 995'012 | 250'000 | 30'790 CHF | 10'241 CHF | 100.00% | 100.00% |
08.05.2024 | 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% |
07.05.2024 | 28.50% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 30'095 CHF | 10'024 CHF | 99.74% | 99.74% |
06.05.2024 | 30.97% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 994'167 | 250'000 | 27'340 CHF | 9'372 CHF | 99.52% | 99.52% |
03.05.2024 | 31.88% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 26'523 CHF | 9'131 CHF | 99.71% | 99.71% |
02.05.2024 | 35.72% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 995'602 | 250'000 | 23'100 CHF | 8'303 CHF | 100.00% | 100.00% |