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 | 21.88% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 40'776 CHF | 12'694 CHF | 99.86% | 99.86% |
15.05.2024 | 20.11% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 44'749 CHF | 13'687 CHF | 100.00% | 100.00% |
14.05.2024 | 22.18% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 992'617 | 250'000 | 39'793 CHF | 12'522 CHF | 99.77% | 99.77% |
13.05.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'273 | 40'000 CHF | 12'514 CHF | 100.00% | 100.00% |
10.05.2024 | 16.64% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 919'070 | 467'033 | 50'646 CHF | 30'406 CHF | 100.00% | 100.00% |
08.05.2024 | 16.69% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 926'105 | 472'195 | 50'860 CHF | 30'657 CHF | 100.00% | 100.00% |
07.05.2024 | 20.41% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 44'079 CHF | 13'520 CHF | 99.85% | 99.85% |
06.05.2024 | 22.20% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 992'780 | 250'000 | 39'768 CHF | 12'514 CHF | 99.82% | 99.82% |
03.05.2024 | 22.61% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 39'294 CHF | 12'323 CHF | 100.00% | 100.00% |
02.05.2024 | 24.54% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 999'123 | 250'000 | 35'798 CHF | 11'457 CHF | 100.00% | 100.00% |