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 | 37.99% | 0.02 CHF | 0.03 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 32'029 CHF | 7'838 CHF | 99.37% | 99.37% |
15.05.2024 | 32.39% | 0.02 CHF | 0.03 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 39'080 CHF | 9'013 CHF | 99.14% | 99.14% |
14.05.2024 | 34.59% | 0.02 CHF | 0.03 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 35'954 CHF | 8'492 CHF | 99.36% | 99.36% |
13.05.2024 | 42.15% | 0.02 CHF | 0.03 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 28'187 CHF | 7'198 CHF | 98.85% | 98.85% |
10.05.2024 | 33.11% | 0.02 CHF | 0.03 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 38'046 CHF | 8'841 CHF | 99.37% | 99.37% |
08.05.2024 | 37.92% | 0.02 CHF | 0.03 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 32'179 CHF | 7'863 CHF | 99.37% | 99.37% |
07.05.2024 | 33.07% | 0.03 CHF | 0.04 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 37'912 CHF | 8'819 CHF | 99.38% | 99.38% |
06.05.2024 | 35.92% | 0.02 CHF | 0.03 CHF | 1'500'000 | 250'000 | 1'499'990 | 250'000 | 34'405 CHF | 8'234 CHF | 99.36% | 99.36% |
03.05.2024 | 33.23% | 0.02 CHF | 0.03 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 37'820 CHF | 8'803 CHF | 99.13% | 99.13% |
02.05.2024 | 43.10% | 0.02 CHF | 0.03 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 27'413 CHF | 7'069 CHF | 99.31% | 99.31% |