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 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'000 CHF | 3'750 CHF | 99.23% | 99.23% |
15.05.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 992'330 | 250'000 | 4'962 CHF | 3'750 CHF | 99.39% | 99.39% |
14.05.2024 | 99.99% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'001 CHF | 3'750 CHF | 99.15% | 99.15% |
13.05.2024 | 108.01% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'001 | 250'000 | 4'463 CHF | 3'750 CHF | 99.39% | 99.39% |
10.05.2024 | 110.75% | 0.00 CHF | 0.02 CHF | 1'000'000 | 250'000 | 981'231 | 250'000 | 4'236 CHF | 3'750 CHF | 99.38% | 99.38% |
08.05.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'000 CHF | 3'750 CHF | 99.39% | 99.39% |
07.05.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'131 | 250'000 | 4'966 CHF | 3'750 CHF | 99.23% | 99.23% |
06.05.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'658 | 250'000 | 4'968 CHF | 3'750 CHF | 99.20% | 99.20% |
03.05.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 992'097 | 250'000 | 4'960 CHF | 3'750 CHF | 99.38% | 99.38% |
02.05.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 977'615 | 250'000 | 4'888 CHF | 3'750 CHF | 99.38% | 99.38% |