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 | 25.00% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 991'137 | 250'000 | 34'690 CHF | 11'250 CHF | 99.75% | 99.75% |
15.05.2024 | 22.93% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 38'725 CHF | 12'181 CHF | 100.00% | 100.00% |
14.05.2024 | 23.05% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 38'618 CHF | 12'154 CHF | 100.00% | 100.00% |
13.05.2024 | 21.92% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 40'685 CHF | 12'671 CHF | 100.00% | 100.00% |
10.05.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 987'056 | 250'000 | 39'482 CHF | 12'500 CHF | 100.00% | 100.00% |
08.05.2024 | 20.20% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 44'556 CHF | 13'639 CHF | 100.00% | 100.00% |
07.05.2024 | 18.44% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 461'817 | 49'284 CHF | 27'525 CHF | 99.74% | 99.74% |
06.05.2024 | 17.97% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 981'558 | 493'457 | 49'716 CHF | 29'934 CHF | 99.52% | 99.52% |
03.05.2024 | 15.49% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 855'628 | 429'082 | 50'949 CHF | 29'837 CHF | 99.70% | 99.70% |
02.05.2024 | 14.42% | 0.06 CHF | 0.07 CHF | 775'000 | 400'000 | 774'265 | 400'125 | 49'855 CHF | 29'767 CHF | 100.00% | 100.00% |