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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 61.49% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 11'553 CHF | 5'388 CHF | 99.57% | 99.57% |
22.05.2024 | 62.65% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 11'204 CHF | 5'301 CHF | 98.24% | 98.24% |
21.05.2024 | 65.12% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 995'921 | 250'000 | 10'417 CHF | 5'116 CHF | 100.00% | 100.00% |
17.05.2024 | 54.63% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 13'612 CHF | 5'903 CHF | 100.00% | 100.00% |
16.05.2024 | 53.35% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 13'995 CHF | 5'999 CHF | 99.75% | 99.75% |
15.05.2024 | 51.10% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 14'670 CHF | 6'167 CHF | 100.00% | 100.00% |
14.05.2024 | 49.03% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'484 CHF | 6'371 CHF | 100.00% | 100.00% |
13.05.2024 | 51.16% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 14'652 CHF | 6'163 CHF | 100.00% | 100.00% |
10.05.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 995'979 | 250'000 | 14'940 CHF | 6'250 CHF | 100.00% | 100.00% |
08.05.2024 | 48.66% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'671 CHF | 6'418 CHF | 100.00% | 100.00% |