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 | 990'359 | 250'000 | 4'952 CHF | 3'750 CHF | 99.01% | 99.01% |
15.05.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 992'354 | 250'000 | 4'962 CHF | 3'750 CHF | 99.10% | 99.10% |
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 | 98.84% | 98.84% |
13.05.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'072 | 250'000 | 4'965 CHF | 3'750 CHF | 99.18% | 99.18% |
10.05.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'699 | 250'000 | 4'969 CHF | 3'750 CHF | 96.45% | 96.45% |
08.05.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 998'280 | 250'000 | 4'991 CHF | 3'750 CHF | 99.18% | 99.18% |
07.05.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'103 | 250'000 | 4'966 CHF | 3'750 CHF | 98.89% | 98.89% |
06.05.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 992'714 | 250'000 | 4'964 CHF | 3'750 CHF | 98.99% | 98.99% |
03.05.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 998'743 | 250'000 | 4'994 CHF | 3'750 CHF | 98.56% | 98.56% |
02.05.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 992'496 | 250'000 | 4'962 CHF | 3'750 CHF | 98.72% | 98.72% |