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 | 24.84% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 35'562 CHF | 11'391 CHF | 100.00% | 100.00% |
14.05.2024 | 24.44% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 36'040 CHF | 11'510 CHF | 99.78% | 99.78% |
13.05.2024 | 28.01% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 30'834 CHF | 10'208 CHF | 100.00% | 100.00% |
10.05.2024 | 34.29% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 987'435 | 250'000 | 23'966 CHF | 8'570 CHF | 100.00% | 100.00% |
08.05.2024 | 34.17% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 24'389 CHF | 8'597 CHF | 100.00% | 100.00% |
07.05.2024 | 32.98% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 25'368 CHF | 8'842 CHF | 99.86% | 99.86% |
06.05.2024 | 28.72% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 29'863 CHF | 9'966 CHF | 99.81% | 99.81% |
03.05.2024 | 28.52% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 30'066 CHF | 10'016 CHF | 100.00% | 100.00% |
02.05.2024 | 28.00% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 989'507 | 250'000 | 30'674 CHF | 10'234 CHF | 100.00% | 100.00% |
30.04.2024 | 23.84% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 984'936 | 363'657 | 40'042 CHF | 19'727 CHF | 100.00% | 100.00% |