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 | 67.17% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'105 CHF | 5'026 CHF | 99.83% | 99.83% |
15.05.2024 | 81.18% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 7'917 CHF | 4'479 CHF | 100.00% | 100.00% |
14.05.2024 | 78.65% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 8'669 CHF | 4'667 CHF | 99.80% | 99.80% |
13.05.2024 | 76.86% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 8'491 CHF | 4'623 CHF | 100.00% | 100.00% |
10.05.2024 | 144.50% | 0.00 CHF | 0.01 CHF | 1'000'000 | 250'000 | 986'861 | 250'000 | 2'220 CHF | 2'934 CHF | 100.00% | 100.00% |
08.05.2024 | 116.38% | 0.00 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 3'966 CHF | 3'591 CHF | 100.00% | 100.00% |
07.05.2024 | 83.97% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 7'405 CHF | 4'351 CHF | 99.83% | 99.83% |
06.05.2024 | 56.46% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 13'062 CHF | 5'765 CHF | 99.78% | 99.78% |
03.05.2024 | 51.43% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 14'635 CHF | 6'159 CHF | 100.00% | 100.00% |
02.05.2024 | 50.04% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 988'699 | 250'000 | 14'806 CHF | 6'251 CHF | 100.00% | 100.00% |