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 | 39.10% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'605 | 250'000 | 20'548 CHF | 7'669 CHF | 99.34% | 99.34% |
14.05.2024 | 36.62% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'825 | 250'000 | 22'615 CHF | 8'180 CHF | 99.25% | 99.25% |
13.05.2024 | 32.09% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 26'308 CHF | 9'077 CHF | 100.00% | 100.00% |
10.05.2024 | 30.96% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 997'872 | 250'000 | 27'425 CHF | 9'372 CHF | 99.85% | 99.85% |
08.05.2024 | 25.17% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 995'386 | 275'624 | 35'519 CHF | 13'029 CHF | 100.00% | 100.00% |
07.05.2024 | 14.47% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 792'569 | 404'014 | 50'784 CHF | 29'952 CHF | 99.76% | 99.76% |
06.05.2024 | 13.19% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 713'283 | 369'708 | 50'484 CHF | 29'873 CHF | 99.52% | 99.52% |
03.05.2024 | 15.71% | 0.06 CHF | 0.07 CHF | 775'000 | 400'000 | 865'151 | 441'276 | 50'713 CHF | 30'278 CHF | 99.58% | 99.58% |
02.05.2024 | 15.37% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 847'596 | 426'380 | 50'909 CHF | 29'876 CHF | 100.00% | 100.00% |
30.04.2024 | 12.45% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 669'268 | 345'572 | 50'438 CHF | 29'490 CHF | 100.00% | 100.00% |