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 | 47.95% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 16'058 CHF | 6'515 CHF | 99.87% | 99.87% |
15.05.2024 | 41.93% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 19'036 CHF | 7'259 CHF | 100.00% | 100.00% |
14.05.2024 | 50.04% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'640 | 250'000 | 14'876 CHF | 6'247 CHF | 99.77% | 99.77% |
13.05.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 972'863 | 250'000 | 14'593 CHF | 6'250 CHF | 87.73% | 87.73% |
10.05.2024 | 24.40% | 0.03 CHF | 0.04 CHF | 250'000 | 250'000 | 964'897 | 250'000 | 35'317 CHF | 11'583 CHF | 85.13% | 85.13% |
08.05.2024 | 23.49% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 993'217 | 250'000 | 37'737 CHF | 11'987 CHF | 99.44% | 99.44% |
07.05.2024 | 38.93% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 999'232 | 250'000 | 20'785 CHF | 7'701 CHF | 95.84% | 95.84% |
06.05.2024 | 45.13% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'821 | 250'000 | 17'291 CHF | 6'859 CHF | 99.82% | 99.82% |
03.05.2024 | 49.99% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'006 CHF | 6'251 CHF | 100.00% | 100.00% |
02.05.2024 | 50.01% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'369 | 250'000 | 14'882 CHF | 6'249 CHF | 94.08% | 94.08% |