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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.06.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'692 | 250'000 | 14'890 CHF | 6'250 CHF | 99.39% | 99.39% |
14.06.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'313 | 250'000 | 14'885 CHF | 6'250 CHF | 99.30% | 99.30% |
13.06.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'000 CHF | 6'250 CHF | 99.38% | 99.38% |
12.06.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'000 CHF | 6'250 CHF | 99.39% | 99.39% |
11.06.2024 | 47.77% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 16'117 CHF | 6'529 CHF | 99.38% | 99.38% |
10.06.2024 | 48.01% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 991'045 | 250'000 | 15'855 CHF | 6'499 CHF | 97.16% | 97.16% |
07.06.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 996'368 | 250'000 | 19'927 CHF | 7'500 CHF | 99.16% | 99.16% |
05.06.2024 | 49.04% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 995'201 | 250'000 | 15'409 CHF | 6'370 CHF | 99.22% | 99.22% |
04.06.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 996'589 | 250'000 | 14'949 CHF | 6'250 CHF | 99.39% | 99.39% |
03.06.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'000 CHF | 6'250 CHF | 99.36% | 99.36% |