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 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 999'983 | 250'000 | 5'000 CHF | 3'750 CHF | 100.00% | 100.00% |
14.05.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 991'638 | 250'000 | 4'958 CHF | 3'750 CHF | 92.26% | 92.26% |
13.05.2024 | 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% |
10.05.2024 | 93.05% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 6'042 CHF | 4'010 CHF | 99.80% | 99.80% |
08.05.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'000 CHF | 5'000 CHF | 100.00% | 100.00% |
07.05.2024 | 48.89% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'556 CHF | 6'389 CHF | 100.00% | 100.00% |
06.05.2024 | 38.11% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 997'235 | 250'000 | 21'360 CHF | 7'857 CHF | 100.00% | 100.00% |
03.05.2024 | 26.77% | 0.03 CHF | 0.04 CHF | 250'000 | 250'000 | 955'183 | 250'000 | 31'492 CHF | 10'704 CHF | 95.71% | 95.71% |
02.05.2024 | 20.93% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 999'049 | 268'655 | 42'946 CHF | 14'344 CHF | 100.00% | 100.00% |
30.04.2024 | 21.21% | 0.06 CHF | 0.07 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 42'324 CHF | 13'081 CHF | 100.00% | 100.00% |