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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 36.56% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 22'643 CHF | 8'161 CHF | 100.00% | 100.00% |
16.05.2024 | 33.54% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 25'183 CHF | 8'796 CHF | 99.84% | 99.84% |
15.05.2024 | 40.25% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 19'907 CHF | 7'477 CHF | 100.00% | 100.00% |
14.05.2024 | 48.83% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'592 CHF | 6'398 CHF | 99.80% | 99.80% |
13.05.2024 | 48.20% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'901 CHF | 6'475 CHF | 100.00% | 100.00% |
10.05.2024 | 40.30% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 986'197 | 250'000 | 19'646 CHF | 7'463 CHF | 100.00% | 100.00% |
08.05.2024 | 50.28% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 14'917 CHF | 6'229 CHF | 100.00% | 100.00% |
07.05.2024 | 50.08% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 14'976 CHF | 6'244 CHF | 99.82% | 99.82% |
06.05.2024 | 63.87% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'840 CHF | 5'210 CHF | 99.77% | 99.77% |
03.05.2024 | 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% |