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 | 41.37% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 19'317 CHF | 7'329 CHF | 99.05% | 99.05% |
15.05.2024 | 62.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'202 | 250'000 | 11'284 CHF | 5'350 CHF | 99.14% | 99.14% |
14.05.2024 | 66.68% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 992'719 | 250'000 | 9'925 CHF | 4'999 CHF | 94.35% | 94.35% |
13.05.2024 | 54.46% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'259 | 250'000 | 13'594 CHF | 5'915 CHF | 99.10% | 99.10% |
10.05.2024 | 63.70% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'692 | 250'000 | 10'826 CHF | 5'222 CHF | 96.49% | 96.49% |
08.05.2024 | 64.99% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'504 CHF | 5'126 CHF | 99.17% | 99.17% |
07.05.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'298 | 250'000 | 14'900 CHF | 6'250 CHF | 98.91% | 98.91% |
06.05.2024 | 65.15% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'107 | 250'000 | 10'386 CHF | 5'114 CHF | 98.95% | 98.95% |
03.05.2024 | 64.77% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 995'427 | 250'000 | 10'503 CHF | 5'142 CHF | 98.63% | 98.63% |
02.05.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 992'606 | 250'000 | 9'926 CHF | 5'000 CHF | 98.75% | 98.75% |