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 | 50.08% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 991'957 | 250'000 | 14'871 CHF | 6'244 CHF | 99.04% | 99.04% |
15.05.2024 | 57.67% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'082 | 250'000 | 12'596 CHF | 5'675 CHF | 99.12% | 99.12% |
14.05.2024 | 53.30% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 14'010 CHF | 6'003 CHF | 98.89% | 98.89% |
13.05.2024 | 65.06% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'980 | 250'000 | 10'395 CHF | 5'121 CHF | 99.18% | 99.18% |
10.05.2024 | 50.22% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 996'893 | 250'000 | 14'887 CHF | 6'233 CHF | 96.50% | 96.50% |
08.05.2024 | 51.46% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 14'563 CHF | 6'141 CHF | 99.18% | 99.18% |
07.05.2024 | 56.58% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'404 | 250'000 | 12'941 CHF | 5'757 CHF | 98.98% | 98.98% |
06.05.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'525 | 250'000 | 14'903 CHF | 6'250 CHF | 98.99% | 98.99% |
03.05.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 998'316 | 250'000 | 14'975 CHF | 6'250 CHF | 97.35% | 97.35% |
02.05.2024 | 49.87% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'549 | 250'000 | 14'970 CHF | 6'267 CHF | 98.72% | 98.72% |