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 | 993'278 | 250'000 | 4'966 CHF | 3'750 CHF | 99.25% | 99.25% |
15.05.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'909 | 250'000 | 4'970 CHF | 3'750 CHF | 99.39% | 99.39% |
14.05.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 992'681 | 250'000 | 4'963 CHF | 3'750 CHF | 99.17% | 99.17% |
13.05.2024 | 95.96% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 995'418 | 250'000 | 5'584 CHF | 3'902 CHF | 99.39% | 99.39% |
10.05.2024 | 70.07% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'371 | 250'000 | 9'426 CHF | 4'872 CHF | 99.39% | 99.39% |
08.05.2024 | 98.41% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 992'588 | 250'000 | 5'202 CHF | 3'810 CHF | 99.39% | 99.39% |
07.05.2024 | 77.49% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'662 | 250'000 | 8'322 CHF | 4'594 CHF | 99.24% | 99.24% |
06.05.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'914 | 250'000 | 4'975 CHF | 3'750 CHF | 99.22% | 99.22% |
03.05.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'695 | 250'000 | 4'968 CHF | 3'750 CHF | 99.38% | 99.38% |
02.05.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 988'485 | 250'000 | 4'942 CHF | 3'750 CHF | 99.39% | 99.39% |