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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 20.00% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 982'301 | 250'000 | 44'204 CHF | 13'750 CHF | 99.66% | 99.66% |
16.05.2024 | 20.00% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 45'000 CHF | 13'750 CHF | 99.86% | 99.86% |
15.05.2024 | 20.00% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 45'000 CHF | 13'750 CHF | 100.00% | 100.00% |
14.05.2024 | 20.00% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 992'278 | 250'000 | 44'653 CHF | 13'750 CHF | 99.78% | 99.78% |
13.05.2024 | 20.00% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 45'000 CHF | 13'750 CHF | 100.00% | 100.00% |
10.05.2024 | 19.52% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 997'891 | 316'215 | 46'220 CHF | 18'014 CHF | 100.00% | 100.00% |
08.05.2024 | 16.60% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 921'095 | 472'397 | 50'882 CHF | 30'818 CHF | 100.00% | 100.00% |
07.05.2024 | 15.76% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 871'461 | 439'372 | 50'946 CHF | 30'068 CHF | 99.85% | 99.85% |
06.05.2024 | 14.27% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 769'739 | 398'497 | 50'104 CHF | 29'924 CHF | 99.83% | 99.83% |
03.05.2024 | 13.35% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 729'000 | 377'000 | 50'951 CHF | 30'119 CHF | 100.00% | 100.00% |