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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 34.28% | 0.03 CHF | 0.04 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 37'513 CHF | 8'752 CHF | 98.33% | 98.33% |
14.05.2024 | 28.88% | 0.03 CHF | 0.04 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 44'828 CHF | 9'971 CHF | 99.36% | 99.36% |
13.05.2024 | 37.56% | 0.03 CHF | 0.04 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 33'295 CHF | 8'049 CHF | 98.93% | 98.93% |
10.05.2024 | 29.79% | 0.03 CHF | 0.04 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 43'613 CHF | 9'769 CHF | 99.36% | 99.36% |
08.05.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 30'000 CHF | 7'500 CHF | 99.36% | 99.36% |
07.05.2024 | 39.78% | 0.02 CHF | 0.03 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 30'285 CHF | 7'548 CHF | 94.64% | 94.64% |
06.05.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 30'000 CHF | 7'500 CHF | 99.37% | 99.37% |
03.05.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 30'000 CHF | 7'500 CHF | 99.37% | 99.37% |
02.05.2024 | 46.51% | 0.02 CHF | 0.03 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 26'336 CHF | 6'889 CHF | 99.37% | 99.37% |
30.04.2024 | 39.89% | 0.02 CHF | 0.03 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 30'148 CHF | 7'525 CHF | 99.36% | 99.36% |