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 | 992'357 | 250'000 | 4'962 CHF | 3'750 CHF | 99.24% | 99.24% |
15.05.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'092 | 250'000 | 4'965 CHF | 3'750 CHF | 99.39% | 99.39% |
14.05.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'000 CHF | 3'750 CHF | 99.17% | 99.17% |
13.05.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'668 | 250'000 | 4'973 CHF | 3'750 CHF | 99.39% | 99.39% |
10.05.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 987'035 | 250'000 | 4'935 CHF | 3'750 CHF | 99.39% | 99.39% |
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 | 99.38% | 99.38% |
07.05.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'857 | 250'000 | 4'969 CHF | 3'750 CHF | 99.23% | 99.23% |
06.05.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'218 | 250'000 | 4'971 CHF | 3'750 CHF | 99.22% | 99.22% |
03.05.2024 | 79.25% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 992'775 | 250'000 | 8'041 CHF | 4'528 CHF | 99.39% | 99.39% |
02.05.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 982'260 | 250'000 | 9'823 CHF | 5'000 CHF | 99.38% | 99.38% |