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 | 63.90% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'829 CHF | 5'207 CHF | 99.90% | 99.90% |
15.05.2024 | 62.09% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 11'372 CHF | 5'343 CHF | 100.00% | 100.00% |
14.05.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'000 CHF | 5'000 CHF | 99.76% | 99.76% |
13.05.2024 | 62.21% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 11'338 CHF | 5'335 CHF | 100.00% | 100.00% |
10.05.2024 | 59.20% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 12'240 CHF | 5'560 CHF | 100.00% | 100.00% |
08.05.2024 | 57.44% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 992'593 | 250'000 | 12'656 CHF | 5'692 CHF | 96.89% | 96.89% |
07.05.2024 | 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% |
06.05.2024 | 41.30% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 19'349 CHF | 7'337 CHF | 99.77% | 99.77% |
03.05.2024 | 40.62% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 19'796 CHF | 7'449 CHF | 100.00% | 100.00% |
02.05.2024 | 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% |