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 | 60.80% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 11'761 CHF | 5'440 CHF | 99.07% | 99.07% |
15.05.2024 | 65.49% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 992'765 | 250'000 | 10'280 CHF | 5'088 CHF | 99.11% | 99.11% |
14.05.2024 | 59.97% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 12'010 CHF | 5'503 CHF | 98.91% | 98.91% |
13.05.2024 | 63.89% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'660 | 250'000 | 10'769 CHF | 5'208 CHF | 99.18% | 99.18% |
10.05.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'703 | 250'000 | 9'947 CHF | 5'000 CHF | 96.47% | 96.47% |
08.05.2024 | 69.03% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 9'646 CHF | 4'912 CHF | 99.17% | 99.17% |
07.05.2024 | 51.98% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'380 | 250'000 | 14'306 CHF | 6'101 CHF | 98.95% | 98.95% |
06.05.2024 | 63.14% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'232 | 250'000 | 10'981 CHF | 5'264 CHF | 98.99% | 98.99% |
03.05.2024 | 50.56% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 995'194 | 250'000 | 14'760 CHF | 6'208 CHF | 98.84% | 98.84% |
02.05.2024 | 50.38% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'877 | 250'000 | 14'791 CHF | 6'221 CHF | 98.79% | 98.79% |