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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 22.25% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 39'945 CHF | 12'486 CHF | 99.73% | 99.73% |
22.05.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 40'000 CHF | 12'500 CHF | 98.55% | 98.55% |
21.05.2024 | 22.24% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 999'092 | 250'000 | 39'939 CHF | 12'494 CHF | 100.00% | 100.00% |
17.05.2024 | 20.04% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 982'508 | 250'000 | 44'123 CHF | 13'728 CHF | 99.67% | 99.67% |
16.05.2024 | 20.42% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 44'065 CHF | 13'516 CHF | 99.86% | 99.86% |
15.05.2024 | 21.32% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 42'019 CHF | 13'005 CHF | 100.00% | 100.00% |
14.05.2024 | 20.00% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 992'570 | 250'000 | 44'666 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 | 22.21% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 999'101 | 250'000 | 39'983 CHF | 12'505 CHF | 100.00% | 100.00% |
08.05.2024 | 20.66% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'305 | 43'512 CHF | 13'395 CHF | 100.00% | 100.00% |