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 | 42.98% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 18'511 CHF | 7'128 CHF | 99.76% | 99.76% |
15.05.2024 | 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% |
14.05.2024 | 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% |
13.05.2024 | 39.98% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'013 CHF | 7'503 CHF | 100.00% | 100.00% |
10.05.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 997'601 | 250'000 | 19'952 CHF | 7'500 CHF | 100.00% | 100.00% |
08.05.2024 | 36.83% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 22'375 CHF | 8'094 CHF | 100.00% | 100.00% |
07.05.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'447 | 250'000 | 19'849 CHF | 7'500 CHF | 99.73% | 99.73% |
06.05.2024 | 34.84% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'763 | 250'000 | 23'737 CHF | 8'467 CHF | 99.51% | 99.51% |
03.05.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 25'000 CHF | 8'750 CHF | 99.72% | 99.72% |
02.05.2024 | 33.28% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 997'737 | 250'000 | 25'000 CHF | 8'764 CHF | 100.00% | 100.00% |