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 | 60.18% | 0.01 CHF | 0.02 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 18'651 CHF | 5'608 CHF | 98.48% | 98.48% |
15.05.2024 | 44.61% | 0.02 CHF | 0.03 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 27'921 CHF | 7'153 CHF | 98.33% | 98.33% |
14.05.2024 | 36.96% | 0.03 CHF | 0.04 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 33'994 CHF | 8'166 CHF | 99.37% | 99.37% |
13.05.2024 | 47.39% | 0.02 CHF | 0.03 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 25'844 CHF | 6'807 CHF | 98.93% | 98.93% |
10.05.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 30'000 CHF | 7'500 CHF | 99.38% | 99.38% |
08.05.2024 | 47.16% | 0.02 CHF | 0.03 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 25'971 CHF | 6'829 CHF | 99.36% | 99.36% |
07.05.2024 | 55.29% | 0.01 CHF | 0.02 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 21'401 CHF | 6'067 CHF | 94.73% | 94.73% |
06.05.2024 | 46.58% | 0.02 CHF | 0.03 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 26'296 CHF | 6'883 CHF | 99.36% | 99.36% |
03.05.2024 | 52.23% | 0.02 CHF | 0.03 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 23'121 CHF | 6'353 CHF | 99.36% | 99.36% |
02.05.2024 | 65.88% | 0.01 CHF | 0.02 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 15'441 CHF | 5'073 CHF | 99.36% | 99.36% |