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 | 39.98% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'012 CHF | 7'503 CHF | 99.84% | 99.84% |
15.05.2024 | 44.83% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 17'596 CHF | 6'899 CHF | 100.00% | 100.00% |
14.05.2024 | 57.06% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'598 | 250'000 | 12'802 CHF | 5'721 CHF | 98.97% | 98.97% |
13.05.2024 | 49.85% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'075 CHF | 6'269 CHF | 100.00% | 100.00% |
10.05.2024 | 47.68% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 995'801 | 250'000 | 16'077 CHF | 6'540 CHF | 100.00% | 100.00% |
08.05.2024 | 46.64% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 16'690 CHF | 6'673 CHF | 100.00% | 100.00% |
07.05.2024 | 48.92% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'561 CHF | 6'390 CHF | 99.82% | 99.82% |
06.05.2024 | 78.34% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 992'475 | 250'000 | 8'174 CHF | 4'562 CHF | 99.76% | 99.76% |
03.05.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'000 CHF | 3'750 CHF | 100.00% | 100.00% |
02.05.2024 | 100.66% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 996'188 | 250'000 | 4'939 CHF | 3'750 CHF | 100.00% | 100.00% |