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 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'000 CHF | 7'500 CHF | 99.77% | 99.77% |
15.05.2024 | 25.22% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 268'692 | 38'681 CHF | 13'260 CHF | 100.00% | 100.00% |
14.05.2024 | 32.48% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 29'403 CHF | 9'851 CHF | 100.00% | 100.00% |
13.05.2024 | 34.63% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 24'024 CHF | 8'506 CHF | 100.00% | 100.00% |
10.05.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 984'187 | 250'000 | 24'605 CHF | 8'750 CHF | 100.00% | 100.00% |
08.05.2024 | 31.54% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 255'144 | 27'686 CHF | 9'704 CHF | 100.00% | 100.00% |
07.05.2024 | 18.97% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 463'043 | 48'510 CHF | 27'405 CHF | 99.75% | 99.75% |
06.05.2024 | 28.99% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 980'868 | 286'202 | 30'661 CHF | 12'687 CHF | 99.51% | 99.51% |
03.05.2024 | 15.83% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 876'148 | 442'435 | 50'956 CHF | 30'143 CHF | 99.69% | 99.69% |
02.05.2024 | 15.38% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 838'963 | 421'774 | 50'338 CHF | 29'524 CHF | 100.00% | 100.00% |