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 | 67.71% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 9'968 CHF | 4'992 CHF | 99.83% | 99.83% |
15.05.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'000 CHF | 3'750 CHF | 100.00% | 100.00% |
14.05.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'000 CHF | 3'750 CHF | 99.79% | 99.79% |
13.05.2024 | 84.56% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 7'316 CHF | 4'329 CHF | 100.00% | 100.00% |
10.05.2024 | 66.63% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 980'433 | 250'000 | 9'814 CHF | 5'003 CHF | 100.00% | 100.00% |
08.05.2024 | 66.41% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'079 CHF | 5'020 CHF | 100.00% | 100.00% |
07.05.2024 | 72.81% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 9'079 CHF | 4'770 CHF | 99.54% | 99.54% |
06.05.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'000 CHF | 3'750 CHF | 99.77% | 99.77% |
03.05.2024 | 99.99% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'001 CHF | 3'750 CHF | 100.00% | 100.00% |
02.05.2024 | 99.47% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 982'791 | 250'000 | 4'991 CHF | 3'770 CHF | 100.00% | 100.00% |