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 | 32.68% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 25'683 CHF | 8'921 CHF | 99.90% | 99.90% |
15.05.2024 | 32.90% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 25'451 CHF | 8'863 CHF | 100.00% | 100.00% |
14.05.2024 | 33.34% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 24'995 CHF | 8'749 CHF | 99.76% | 99.76% |
13.05.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 25'003 CHF | 8'751 CHF | 100.00% | 100.00% |
10.05.2024 | 33.03% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 25'322 CHF | 8'831 CHF | 100.00% | 100.00% |
08.05.2024 | 33.32% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 992'603 | 250'000 | 24'830 CHF | 8'754 CHF | 96.89% | 96.89% |
07.05.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 30'000 CHF | 10'000 CHF | 99.83% | 99.83% |
06.05.2024 | 25.94% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 33'677 CHF | 10'919 CHF | 99.76% | 99.76% |
03.05.2024 | 27.60% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 31'367 CHF | 10'342 CHF | 100.00% | 100.00% |
02.05.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 25'000 CHF | 8'750 CHF | 100.00% | 100.00% |