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 | 24.22% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 36'401 CHF | 11'600 CHF | 99.77% | 99.77% |
15.05.2024 | 28.64% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 994'059 | 250'000 | 29'753 CHF | 9'983 CHF | 99.40% | 99.40% |
14.05.2024 | 31.94% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 26'462 CHF | 9'116 CHF | 100.00% | 100.00% |
13.05.2024 | 25.24% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 34'801 CHF | 11'200 CHF | 100.00% | 100.00% |
10.05.2024 | 23.00% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 996'828 | 250'000 | 38'574 CHF | 12'175 CHF | 100.00% | 100.00% |
08.05.2024 | 23.71% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 37'467 CHF | 11'867 CHF | 100.00% | 100.00% |
07.05.2024 | 37.09% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 992'222 | 250'000 | 22'070 CHF | 8'066 CHF | 99.74% | 99.74% |
06.05.2024 | 26.39% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 994'637 | 250'000 | 32'907 CHF | 10'774 CHF | 99.51% | 99.51% |
03.05.2024 | 31.63% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 26'797 CHF | 9'199 CHF | 99.70% | 99.70% |
02.05.2024 | 35.34% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 997'046 | 250'000 | 23'424 CHF | 8'374 CHF | 100.00% | 100.00% |