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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.06.2024 | 46.47% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 249'944 | 16'764 CHF | 6'690 CHF | 100.00% | 100.00% |
13.06.2024 | 39.31% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'517 CHF | 7'629 CHF | 100.00% | 100.00% |
12.06.2024 | 38.71% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'969 CHF | 7'742 CHF | 99.90% | 99.90% |
11.06.2024 | 36.72% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 22'459 CHF | 8'115 CHF | 100.00% | 100.00% |
10.06.2024 | 33.34% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 24'997 CHF | 8'749 CHF | 99.57% | 99.57% |
07.06.2024 | 29.61% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 999'976 | 250'000 | 28'909 CHF | 9'727 CHF | 99.99% | 99.99% |
05.06.2024 | 30.58% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 27'890 CHF | 9'472 CHF | 100.00% | 100.00% |
04.06.2024 | 32.52% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 249'950 | 26'033 CHF | 9'007 CHF | 99.82% | 99.82% |
03.06.2024 | 23.15% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 38'337 CHF | 12'084 CHF | 100.00% | 100.00% |
31.05.2024 | 23.10% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 251'273 | 38'424 CHF | 12'170 CHF | 100.00% | 100.00% |