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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 48.90% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'549 CHF | 6'387 CHF | 100.00% | 100.00% |
14.05.2024 | 41.28% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 19'359 CHF | 7'340 CHF | 99.76% | 99.76% |
13.05.2024 | 40.21% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 19'894 CHF | 7'474 CHF | 100.00% | 100.00% |
10.05.2024 | 40.02% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 988'676 | 250'000 | 19'763 CHF | 7'497 CHF | 100.00% | 100.00% |
08.05.2024 | 40.39% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 19'804 CHF | 7'451 CHF | 100.00% | 100.00% |
07.05.2024 | 49.96% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'021 CHF | 6'255 CHF | 99.85% | 99.85% |
06.05.2024 | 45.36% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 17'321 CHF | 6'830 CHF | 99.83% | 99.83% |
03.05.2024 | 47.93% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 16'037 CHF | 6'509 CHF | 100.00% | 100.00% |
02.05.2024 | 49.67% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 990'013 | 250'000 | 15'013 CHF | 6'291 CHF | 100.00% | 100.00% |
30.04.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'001 CHF | 7'500 CHF | 100.00% | 100.00% |