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 | 58.57% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 12'429 CHF | 5'607 CHF | 99.27% | 99.27% |
15.05.2024 | 64.85% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'592 | 250'000 | 10'470 CHF | 5'136 CHF | 99.39% | 99.39% |
14.05.2024 | 53.08% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 14'076 CHF | 6'019 CHF | 99.17% | 99.17% |
13.05.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'275 | 250'000 | 14'914 CHF | 6'250 CHF | 99.38% | 99.38% |
10.05.2024 | 48.28% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 982'937 | 250'000 | 15'596 CHF | 6'465 CHF | 99.39% | 99.39% |
08.05.2024 | 41.61% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 19'363 CHF | 7'341 CHF | 99.38% | 99.38% |
07.05.2024 | 38.81% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 993'238 | 250'000 | 20'755 CHF | 7'723 CHF | 99.24% | 99.24% |
06.05.2024 | 39.05% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'812 | 250'000 | 20'589 CHF | 7'678 CHF | 99.19% | 99.19% |
03.05.2024 | 33.91% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 992'190 | 250'000 | 24'374 CHF | 8'642 CHF | 99.39% | 99.39% |
02.05.2024 | 33.40% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 978'380 | 250'000 | 24'410 CHF | 8'738 CHF | 99.39% | 99.39% |