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 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'000 CHF | 3'750 CHF | 100.00% | 100.00% |
15.05.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'000 CHF | 3'750 CHF | 100.00% | 100.00% |
14.05.2024 | 74.60% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 8'811 CHF | 4'703 CHF | 92.22% | 92.22% |
13.05.2024 | 69.31% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 9'603 CHF | 4'901 CHF | 100.00% | 100.00% |
10.05.2024 | 53.37% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 14'463 CHF | 6'116 CHF | 100.00% | 100.00% |
08.05.2024 | 26.50% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 998'630 | 254'110 | 32'897 CHF | 10'902 CHF | 100.00% | 100.00% |
07.05.2024 | 13.57% | 0.05 CHF | 0.06 CHF | 925'000 | 475'000 | 730'233 | 386'365 | 50'078 CHF | 30'727 CHF | 100.00% | 100.00% |
06.05.2024 | 6.09% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 325'826 | 325'828 | 51'766 CHF | 55'025 CHF | 100.00% | 100.00% |
03.05.2024 | 3.79% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 203'249 | 203'244 | 52'656 CHF | 54'687 CHF | 96.97% | 96.97% |
02.05.2024 | 3.32% | 0.36 CHF | 0.37 CHF | 150'000 | 150'000 | 181'088 | 181'086 | 53'617 CHF | 55'427 CHF | 100.00% | 100.00% |