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 | 62.70% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 11'191 CHF | 5'298 CHF | 99.86% | 99.86% |
15.05.2024 | 55.86% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 13'243 CHF | 5'811 CHF | 100.00% | 100.00% |
14.05.2024 | 52.16% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 14'553 CHF | 6'138 CHF | 99.79% | 99.79% |
13.05.2024 | 34.44% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 24'172 CHF | 8'543 CHF | 100.00% | 100.00% |
10.05.2024 | 31.35% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 990'436 | 250'000 | 26'794 CHF | 9'270 CHF | 100.00% | 100.00% |
08.05.2024 | 28.87% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 29'690 CHF | 9'922 CHF | 100.00% | 100.00% |
07.05.2024 | 23.12% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 38'429 CHF | 12'107 CHF | 99.78% | 99.78% |
06.05.2024 | 19.82% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 996'494 | 298'844 | 45'424 CHF | 16'836 CHF | 99.77% | 99.77% |
03.05.2024 | 14.35% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 781'389 | 401'115 | 50'577 CHF | 29'983 CHF | 100.00% | 100.00% |
02.05.2024 | 12.76% | 0.06 CHF | 0.07 CHF | 725'000 | 375'000 | 683'922 | 358'896 | 50'130 CHF | 30'020 CHF | 100.00% | 100.00% |