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 | 100.22% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 4'986 CHF | 3'750 CHF | 99.05% | 99.05% |
15.05.2024 | 100.36% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 992'464 | 250'000 | 4'945 CHF | 3'750 CHF | 99.12% | 99.12% |
14.05.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'000 CHF | 3'750 CHF | 98.89% | 98.89% |
13.05.2024 | 101.54% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'519 | 250'000 | 4'870 CHF | 3'750 CHF | 99.15% | 99.15% |
10.05.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'858 | 250'000 | 4'969 CHF | 3'750 CHF | 96.48% | 96.48% |
08.05.2024 | 87.76% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 6'836 CHF | 4'209 CHF | 99.13% | 99.13% |
07.05.2024 | 93.74% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'307 | 250'000 | 5'905 CHF | 3'985 CHF | 98.90% | 98.90% |
06.05.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'126 | 250'000 | 9'931 CHF | 5'000 CHF | 98.95% | 98.95% |
03.05.2024 | 53.32% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 995'866 | 250'000 | 13'943 CHF | 6'001 CHF | 98.58% | 98.58% |
02.05.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'685 | 250'000 | 19'854 CHF | 7'500 CHF | 98.75% | 98.75% |