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 | 66.70% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 9'995 CHF | 4'999 CHF | 100.00% | 100.00% |
15.05.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'000 CHF | 5'000 CHF | 100.00% | 100.00% |
14.05.2024 | 65.71% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 991'858 | 250'000 | 10'184 CHF | 5'072 CHF | 92.23% | 92.23% |
13.05.2024 | 54.06% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 13'782 CHF | 5'946 CHF | 100.00% | 100.00% |
10.05.2024 | 66.01% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'196 CHF | 5'049 CHF | 99.80% | 99.80% |
08.05.2024 | 53.16% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 999'917 | 250'000 | 14'049 CHF | 6'013 CHF | 100.00% | 100.00% |
07.05.2024 | 48.60% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'702 CHF | 6'425 CHF | 98.98% | 98.98% |
06.05.2024 | 38.26% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 989'148 | 250'000 | 21'074 CHF | 7'827 CHF | 94.14% | 94.14% |
03.05.2024 | 30.23% | 0.03 CHF | 0.04 CHF | 250'000 | 250'000 | 950'562 | 250'000 | 26'996 CHF | 9'568 CHF | 94.37% | 94.37% |
02.05.2024 | 26.34% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 33'128 CHF | 10'782 CHF | 100.00% | 100.00% |