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 | 992'727 | 250'000 | 4'964 CHF | 3'750 CHF | 99.05% | 99.05% |
15.05.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'224 | 250'000 | 4'966 CHF | 3'750 CHF | 99.18% | 99.18% |
14.05.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 985'313 | 250'000 | 4'927 CHF | 3'750 CHF | 98.87% | 98.87% |
13.05.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'633 | 250'000 | 4'973 CHF | 3'750 CHF | 99.17% | 99.17% |
10.05.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 997'738 | 250'000 | 4'989 CHF | 3'750 CHF | 96.47% | 96.47% |
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 | 99.18% | 99.18% |
07.05.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'094 | 250'000 | 4'970 CHF | 3'750 CHF | 98.98% | 98.98% |
06.05.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 987'034 | 250'000 | 4'935 CHF | 3'750 CHF | 98.97% | 98.97% |
03.05.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'669 | 250'000 | 4'968 CHF | 3'750 CHF | 98.83% | 98.83% |
02.05.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'597 | 250'000 | 4'968 CHF | 3'750 CHF | 98.76% | 98.76% |