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 | 36.33% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 22'749 CHF | 8'187 CHF | 99.85% | 99.85% |
15.05.2024 | 33.64% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 24'771 CHF | 8'693 CHF | 100.00% | 100.00% |
14.05.2024 | 29.31% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 29'224 CHF | 9'806 CHF | 99.77% | 99.77% |
13.05.2024 | 29.12% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 29'429 CHF | 9'857 CHF | 100.00% | 100.00% |
10.05.2024 | 28.56% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 984'238 | 250'000 | 29'532 CHF | 10'005 CHF | 100.00% | 100.00% |
08.05.2024 | 20.68% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 996'925 | 258'124 | 43'342 CHF | 13'833 CHF | 100.00% | 100.00% |
07.05.2024 | 14.83% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 806'537 | 410'100 | 50'381 CHF | 29'736 CHF | 99.84% | 99.84% |
06.05.2024 | 12.96% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 700'514 | 361'888 | 50'534 CHF | 29'720 CHF | 99.82% | 99.82% |
03.05.2024 | 10.40% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 559'491 | 353'511 | 50'965 CHF | 36'253 CHF | 100.00% | 100.00% |
02.05.2024 | 9.21% | 0.10 CHF | 0.11 CHF | 475'000 | 475'000 | 485'708 | 482'853 | 50'392 CHF | 54'951 CHF | 100.00% | 100.00% |