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 | 45.83% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 17'086 CHF | 6'771 CHF | 99.86% | 99.86% |
15.05.2024 | 44.65% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 17'674 CHF | 6'918 CHF | 100.00% | 100.00% |
14.05.2024 | 40.36% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 19'820 CHF | 7'455 CHF | 99.77% | 99.77% |
13.05.2024 | 35.13% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 23'654 CHF | 8'414 CHF | 100.00% | 100.00% |
10.05.2024 | 39.93% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 981'751 | 250'000 | 19'649 CHF | 7'514 CHF | 100.00% | 100.00% |
08.05.2024 | 40.29% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 19'856 CHF | 7'464 CHF | 100.00% | 100.00% |
07.05.2024 | 48.20% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'901 CHF | 6'475 CHF | 99.84% | 99.84% |
06.05.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'000 CHF | 6'250 CHF | 99.83% | 99.83% |
03.05.2024 | 41.17% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 19'416 CHF | 7'354 CHF | 100.00% | 100.00% |
02.05.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 985'291 | 250'000 | 19'706 CHF | 7'500 CHF | 100.00% | 100.00% |