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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 24.73% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 35'627 CHF | 11'407 CHF | 100.00% | 100.00% |
14.05.2024 | 22.24% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 40'055 CHF | 12'514 CHF | 99.77% | 99.77% |
13.05.2024 | 21.92% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 40'677 CHF | 12'669 CHF | 100.00% | 100.00% |
10.05.2024 | 21.45% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 988'682 | 250'000 | 41'269 CHF | 12'941 CHF | 100.00% | 100.00% |
08.05.2024 | 24.35% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 36'172 CHF | 11'543 CHF | 100.00% | 100.00% |
07.05.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 30'067 CHF | 10'017 CHF | 99.85% | 99.85% |
06.05.2024 | 26.58% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 32'794 CHF | 10'699 CHF | 99.83% | 99.83% |
03.05.2024 | 29.15% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 29'658 CHF | 9'914 CHF | 100.00% | 100.00% |
02.05.2024 | 28.61% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 990'016 | 250'000 | 29'667 CHF | 9'991 CHF | 100.00% | 100.00% |
30.04.2024 | 22.50% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 39'508 CHF | 12'377 CHF | 100.00% | 100.00% |