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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.05.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 996'668 | 250'000 | 9'967 CHF | 5'000 CHF | 98.48% | 98.48% |
21.05.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 987'633 | 250'000 | 9'876 CHF | 5'000 CHF | 100.00% | 100.00% |
17.05.2024 | 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% |
16.05.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'000 CHF | 5'000 CHF | 99.82% | 99.82% |
15.05.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'049 | 250'000 | 9'930 CHF | 5'000 CHF | 99.40% | 99.40% |
14.05.2024 | 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% |
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 | 60.54% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 986'316 | 250'000 | 11'702 CHF | 5'460 CHF | 100.00% | 100.00% |
08.05.2024 | 66.42% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'074 CHF | 5'018 CHF | 100.00% | 100.00% |
07.05.2024 | 62.33% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 668'346 | 250'000 | 7'444 CHF | 5'325 CHF | 99.82% | 99.82% |