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 | 990'349 | 250'000 | 4'952 CHF | 3'750 CHF | 99.03% | 99.03% |
15.05.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'000 CHF | 3'750 CHF | 99.18% | 99.18% |
14.05.2024 | 99.37% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'095 CHF | 3'774 CHF | 98.84% | 98.84% |
13.05.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'141 | 250'000 | 4'966 CHF | 3'750 CHF | 99.18% | 99.18% |
10.05.2024 | 70.14% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'690 | 250'000 | 9'416 CHF | 4'870 CHF | 96.45% | 96.45% |
08.05.2024 | 87.79% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 998'321 | 250'000 | 6'823 CHF | 4'208 CHF | 99.18% | 99.18% |
07.05.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 992'443 | 250'000 | 9'924 CHF | 5'000 CHF | 98.99% | 98.99% |
06.05.2024 | 93.53% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 992'731 | 250'000 | 5'934 CHF | 3'993 CHF | 98.99% | 98.99% |
03.05.2024 | 67.20% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 998'745 | 250'000 | 9'907 CHF | 4'980 CHF | 98.56% | 98.56% |
02.05.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 992'497 | 250'000 | 9'925 CHF | 5'000 CHF | 98.71% | 98.71% |