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 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 30'000 CHF | 10'000 CHF | 99.77% | 99.77% |
15.05.2024 | 19.85% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 944'125 | 414'817 | 45'260 CHF | 25'287 CHF | 100.00% | 100.00% |
14.05.2024 | 24.09% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 972'385 | 332'845 | 37'884 CHF | 17'736 CHF | 100.00% | 100.00% |
13.05.2024 | 25.70% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 34'024 CHF | 11'006 CHF | 100.00% | 100.00% |
10.05.2024 | 25.04% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 984'078 | 250'000 | 34'428 CHF | 11'236 CHF | 100.00% | 100.00% |
08.05.2024 | 23.88% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 989'304 | 282'103 | 37'110 CHF | 13'971 CHF | 100.00% | 100.00% |
07.05.2024 | 16.19% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 881'453 | 433'285 | 50'347 CHF | 29'281 CHF | 99.75% | 99.75% |
06.05.2024 | 21.21% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 955'790 | 273'683 | 40'814 CHF | 15'119 CHF | 99.52% | 99.52% |
03.05.2024 | 13.33% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 723'664 | 374'330 | 50'677 CHF | 29'957 CHF | 99.69% | 99.69% |
02.05.2024 | 12.50% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 667'161 | 348'149 | 50'037 CHF | 29'593 CHF | 100.00% | 100.00% |