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 | 49.99% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'006 CHF | 6'251 CHF | 99.77% | 99.77% |
15.05.2024 | 41.04% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 19'479 CHF | 7'370 CHF | 100.00% | 100.00% |
14.05.2024 | 40.48% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'592 | 250'000 | 19'654 CHF | 7'441 CHF | 99.23% | 99.23% |
13.05.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'000 CHF | 7'500 CHF | 100.00% | 100.00% |
10.05.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 995'484 | 250'000 | 19'910 CHF | 7'500 CHF | 100.00% | 100.00% |
08.05.2024 | 33.65% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 24'765 CHF | 8'691 CHF | 100.00% | 100.00% |
07.05.2024 | 33.23% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 25'110 CHF | 8'778 CHF | 99.75% | 99.75% |
06.05.2024 | 29.20% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 994'260 | 250'000 | 29'185 CHF | 9'839 CHF | 99.52% | 99.52% |
03.05.2024 | 27.19% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 31'949 CHF | 10'487 CHF | 99.70% | 99.70% |
02.05.2024 | 23.24% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 996'109 | 250'000 | 38'161 CHF | 12'074 CHF | 100.00% | 100.00% |