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 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'000 CHF | 5'000 CHF | 100.00% | 100.00% |
15.05.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'000 CHF | 5'000 CHF | 100.00% | 100.00% |
14.05.2024 | 57.45% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 12'765 CHF | 5'691 CHF | 92.27% | 92.27% |
13.05.2024 | 63.80% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'860 CHF | 5'215 CHF | 100.00% | 100.00% |
10.05.2024 | 59.70% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 12'091 CHF | 5'523 CHF | 100.00% | 100.00% |
08.05.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'000 CHF | 6'250 CHF | 100.00% | 100.00% |
07.05.2024 | 40.53% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 19'735 CHF | 7'434 CHF | 100.00% | 100.00% |
06.05.2024 | 39.01% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'742 CHF | 7'686 CHF | 100.00% | 100.00% |
03.05.2024 | 33.83% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 994'891 | 250'000 | 24'530 CHF | 8'658 CHF | 97.87% | 97.87% |
02.05.2024 | 28.66% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 29'906 CHF | 9'976 CHF | 100.00% | 100.00% |