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 | 20.00% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 45'000 CHF | 13'750 CHF | 99.75% | 99.75% |
15.05.2024 | 20.01% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 252'605 | 44'985 CHF | 13'891 CHF | 100.00% | 100.00% |
14.05.2024 | 22.79% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 38'982 CHF | 12'246 CHF | 100.00% | 100.00% |
13.05.2024 | 25.35% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 34'511 CHF | 11'128 CHF | 100.00% | 100.00% |
10.05.2024 | 24.26% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 998'780 | 250'000 | 36'296 CHF | 11'585 CHF | 100.00% | 100.00% |
08.05.2024 | 25.00% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 35'000 CHF | 11'250 CHF | 100.00% | 100.00% |
07.05.2024 | 25.00% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 35'000 CHF | 11'250 CHF | 100.00% | 100.00% |
06.05.2024 | 25.01% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 995'049 | 250'000 | 34'806 CHF | 11'245 CHF | 99.51% | 99.51% |
03.05.2024 | 25.06% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 983'159 | 250'000 | 34'389 CHF | 11'228 CHF | 99.70% | 99.70% |
02.05.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 998'787 | 250'000 | 29'964 CHF | 10'000 CHF | 100.00% | 100.00% |