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 | 39.93% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'056 CHF | 7'514 CHF | 99.75% | 99.75% |
15.05.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'000 CHF | 7'500 CHF | 100.00% | 100.00% |
14.05.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'000 CHF | 7'500 CHF | 100.00% | 100.00% |
13.05.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'000 CHF | 7'500 CHF | 100.00% | 100.00% |
10.05.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 998'355 | 250'000 | 19'967 CHF | 7'500 CHF | 100.00% | 100.00% |
08.05.2024 | 44.92% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 17'542 CHF | 6'885 CHF | 100.00% | 100.00% |
07.05.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'567 | 250'000 | 19'851 CHF | 7'500 CHF | 99.73% | 99.73% |
06.05.2024 | 41.39% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'888 | 250'000 | 19'202 CHF | 7'326 CHF | 99.52% | 99.52% |
03.05.2024 | 41.37% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 983'014 | 250'000 | 18'977 CHF | 7'329 CHF | 99.70% | 99.70% |
02.05.2024 | 44.87% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 998'446 | 250'000 | 17'536 CHF | 6'892 CHF | 100.00% | 100.00% |