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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'000 CHF | 5'000 CHF | 100.00% | 100.00% |
10.05.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'000 CHF | 5'000 CHF | 99.80% | 99.80% |
08.05.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'000 CHF | 5'000 CHF | 100.00% | 100.00% |
07.05.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'000 CHF | 5'000 CHF | 100.00% | 100.00% |
06.05.2024 | 53.90% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 997'064 | 250'000 | 13'785 CHF | 5'957 CHF | 100.00% | 100.00% |
03.05.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 250'000 | 250'000 | 955'315 | 250'000 | 14'330 CHF | 6'250 CHF | 95.85% | 95.85% |
02.05.2024 | 48.70% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'651 CHF | 6'413 CHF | 100.00% | 100.00% |
30.04.2024 | 49.60% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'202 CHF | 6'301 CHF | 100.00% | 100.00% |
29.04.2024 | 47.23% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 16'385 CHF | 6'596 CHF | 100.00% | 100.00% |
26.04.2024 | 41.19% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 19'403 CHF | 7'351 CHF | 99.83% | 99.83% |