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 | 25.45% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 34'379 CHF | 11'095 CHF | 100.00% | 100.00% |
14.05.2024 | 32.11% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 26'288 CHF | 9'072 CHF | 100.00% | 100.00% |
13.05.2024 | 39.83% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'125 CHF | 7'531 CHF | 100.00% | 100.00% |
10.05.2024 | 34.67% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 998'818 | 250'000 | 23'971 CHF | 8'499 CHF | 100.00% | 100.00% |
08.05.2024 | 39.99% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'007 CHF | 7'502 CHF | 100.00% | 100.00% |
07.05.2024 | 39.12% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 992'685 | 250'000 | 20'514 CHF | 7'665 CHF | 99.73% | 99.73% |
06.05.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 995'048 | 250'000 | 19'901 CHF | 7'500 CHF | 99.51% | 99.51% |
03.05.2024 | 39.91% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 983'048 | 250'000 | 19'728 CHF | 7'517 CHF | 99.72% | 99.72% |
02.05.2024 | 46.73% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 998'873 | 250'000 | 16'620 CHF | 6'659 CHF | 100.00% | 100.00% |
30.04.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'000 CHF | 6'250 CHF | 100.00% | 100.00% |