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 | 24.87% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 35'227 CHF | 11'307 CHF | 99.76% | 99.76% |
15.05.2024 | 21.08% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 252'577 | 42'724 CHF | 13'326 CHF | 100.00% | 100.00% |
14.05.2024 | 21.67% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 255'394 | 41'246 CHF | 13'110 CHF | 100.00% | 100.00% |
13.05.2024 | 21.77% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 298'599 | 41'527 CHF | 15'793 CHF | 100.00% | 100.00% |
10.05.2024 | 29.74% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 983'379 | 250'000 | 28'359 CHF | 9'694 CHF | 100.00% | 100.00% |
08.05.2024 | 33.21% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 25'127 CHF | 8'782 CHF | 100.00% | 100.00% |
07.05.2024 | 28.07% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 999'435 | 250'000 | 30'808 CHF | 10'206 CHF | 98.60% | 98.60% |
06.05.2024 | 25.96% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 992'868 | 250'000 | 33'405 CHF | 10'914 CHF | 99.51% | 99.51% |
03.05.2024 | 27.40% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 31'646 CHF | 10'412 CHF | 99.70% | 99.70% |
02.05.2024 | 25.31% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 985'846 | 249'976 | 34'147 CHF | 11'142 CHF | 100.00% | 100.00% |