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 | 29.25% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 29'290 CHF | 9'823 CHF | 100.00% | 100.00% |
15.05.2024 | 23.25% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 38'473 CHF | 12'118 CHF | 100.00% | 100.00% |
14.05.2024 | 18.57% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 988'976 | 410'771 | 48'504 CHF | 24'620 CHF | 92.22% | 92.22% |
13.05.2024 | 17.99% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 990'690 | 496'896 | 50'144 CHF | 30'123 CHF | 100.00% | 100.00% |
10.05.2024 | 16.65% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 918'007 | 468'794 | 50'540 CHF | 30'500 CHF | 100.00% | 100.00% |
08.05.2024 | 10.89% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 586'273 | 305'263 | 50'961 CHF | 29'597 CHF | 100.00% | 100.00% |
07.05.2024 | 7.75% | 0.10 CHF | 0.11 CHF | 475'000 | 475'000 | 416'255 | 416'254 | 51'603 CHF | 55'766 CHF | 100.00% | 100.00% |
06.05.2024 | 5.08% | 0.20 CHF | 0.21 CHF | 275'000 | 275'000 | 273'827 | 273'842 | 52'450 CHF | 55'192 CHF | 100.00% | 100.00% |
03.05.2024 | 3.88% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 207'309 | 207'306 | 52'393 CHF | 54'465 CHF | 97.86% | 97.86% |
02.05.2024 | 3.51% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 191'259 | 191'245 | 53'600 CHF | 55'509 CHF | 100.00% | 100.00% |