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 | 36.08% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'382 | 250'000 | 22'780 CHF | 8'236 CHF | 99.26% | 99.26% |
15.05.2024 | 49.14% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'168 | 250'000 | 15'395 CHF | 6'371 CHF | 99.38% | 99.38% |
14.05.2024 | 49.35% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'845 | 250'000 | 15'215 CHF | 6'331 CHF | 99.16% | 99.16% |
13.05.2024 | 49.72% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 995'621 | 250'000 | 15'077 CHF | 6'286 CHF | 99.39% | 99.39% |
10.05.2024 | 39.93% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'940 | 250'000 | 19'934 CHF | 7'514 CHF | 99.39% | 99.39% |
08.05.2024 | 48.19% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'768 | 250'000 | 15'806 CHF | 6'479 CHF | 99.39% | 99.39% |
07.05.2024 | 52.76% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'877 | 250'000 | 14'095 CHF | 6'043 CHF | 99.23% | 99.23% |
06.05.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 995'156 | 250'000 | 14'927 CHF | 6'250 CHF | 99.20% | 99.20% |
03.05.2024 | 55.13% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'733 | 250'000 | 13'766 CHF | 5'965 CHF | 99.40% | 99.40% |
02.05.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 989'880 | 250'000 | 4'949 CHF | 3'750 CHF | 99.39% | 99.39% |