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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 119.80% | 0.02 CHF | 0.06 CHF | 1'000'000 | 250'000 | 992'403 | 250'000 | 13'438 CHF | 13'388 CHF | 99.39% | 99.39% |
14.05.2024 | 129.20% | 0.01 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 11'084 CHF | 12'771 CHF | 99.17% | 99.17% |
13.05.2024 | 133.33% | 0.01 CHF | 0.05 CHF | 1'000'000 | 250'000 | 994'128 | 250'000 | 9'941 CHF | 12'500 CHF | 99.38% | 99.38% |
10.05.2024 | 114.29% | 0.02 CHF | 0.06 CHF | 1'000'000 | 250'000 | 981'431 | 250'000 | 14'722 CHF | 13'750 CHF | 99.39% | 99.39% |
08.05.2024 | 107.58% | 0.02 CHF | 0.06 CHF | 1'000'000 | 250'000 | 993'618 | 250'000 | 17'421 CHF | 14'395 CHF | 79.55% | 79.55% |
07.05.2024 | 100.48% | 0.03 CHF | 0.07 CHF | 1'000'000 | 250'000 | 993'185 | 250'000 | 22'652 CHF | 15'711 CHF | 99.21% | 99.21% |
06.05.2024 | 168.14% | 0.01 CHF | 0.05 CHF | 1'000'000 | 250'000 | 993'577 | 250'000 | 3'887 CHF | 10'966 CHF | 99.22% | 99.22% |
03.05.2024 | 190.24% | 0.00 CHF | 0.04 CHF | 1'000'000 | 250'000 | 992'141 | 250'000 | 992 CHF | 10'000 CHF | 99.38% | 99.38% |
02.05.2024 | 178.78% | 0.00 CHF | 0.04 CHF | 1'000'000 | 250'000 | 977'714 | 250'000 | 2'354 CHF | 10'484 CHF | 99.39% | 99.39% |
30.04.2024 | 144.28% | 0.02 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'234 CHF | 12'528 CHF | 99.43% | 99.43% |