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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 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% |
13.05.2024 | 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% |
10.05.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 997'667 | 250'000 | 14'965 CHF | 6'250 CHF | 100.00% | 100.00% |
08.05.2024 | 48.75% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'777 CHF | 6'444 CHF | 100.00% | 100.00% |
07.05.2024 | 55.53% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'391 | 250'000 | 13'228 CHF | 5'836 CHF | 99.74% | 99.74% |
06.05.2024 | 67.84% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'667 | 250'000 | 9'770 CHF | 4'956 CHF | 99.53% | 99.53% |
03.05.2024 | 89.08% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 982'945 | 250'000 | 6'553 CHF | 4'159 CHF | 99.70% | 99.70% |
02.05.2024 | 83.92% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 997'803 | 250'000 | 7'391 CHF | 4'353 CHF | 100.00% | 100.00% |
30.04.2024 | 69.69% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 9'862 CHF | 4'965 CHF | 100.00% | 100.00% |
29.04.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'000 CHF | 3'750 CHF | 99.83% | 99.83% |