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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 20.09% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 289'831 | 44'962 CHF | 16'121 CHF | 99.76% | 99.76% |
13.05.2024 | 21.27% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 996'846 | 253'680 | 42'004 CHF | 13'239 CHF | 100.00% | 100.00% |
10.05.2024 | 14.84% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 812'228 | 406'824 | 50'711 CHF | 29'494 CHF | 100.00% | 100.00% |
08.05.2024 | 29.54% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 992'527 | 250'000 | 28'757 CHF | 9'745 CHF | 96.84% | 96.84% |
07.05.2024 | 23.28% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 38'099 CHF | 12'025 CHF | 99.83% | 99.83% |
06.05.2024 | 19.97% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 281'222 | 45'162 CHF | 15'616 CHF | 99.75% | 99.75% |
03.05.2024 | 25.44% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 990'858 | 250'000 | 34'137 CHF | 11'110 CHF | 98.11% | 98.11% |
02.05.2024 | 24.44% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 36'161 CHF | 11'540 CHF | 100.00% | 100.00% |
30.04.2024 | 19.25% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 993'719 | 384'452 | 46'872 CHF | 22'324 CHF | 100.00% | 100.00% |
29.04.2024 | 12.98% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 697'289 | 362'252 | 50'239 CHF | 29'723 CHF | 99.88% | 99.88% |