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 | 33.86% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 24'605 CHF | 8'651 CHF | 99.77% | 99.77% |
15.05.2024 | 37.22% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 22'088 CHF | 8'022 CHF | 100.00% | 100.00% |
14.05.2024 | 33.66% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 994'463 | 250'000 | 24'616 CHF | 8'689 CHF | 99.25% | 99.25% |
13.05.2024 | 38.71% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'965 CHF | 7'741 CHF | 100.00% | 100.00% |
10.05.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 995'488 | 250'000 | 24'887 CHF | 8'750 CHF | 100.00% | 100.00% |
08.05.2024 | 37.94% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 21'542 CHF | 7'885 CHF | 100.00% | 100.00% |
07.05.2024 | 39.73% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'200 CHF | 7'550 CHF | 99.75% | 99.75% |
06.05.2024 | 38.13% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 994'266 | 250'000 | 21'289 CHF | 7'851 CHF | 99.52% | 99.52% |
03.05.2024 | 37.07% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 22'194 CHF | 8'049 CHF | 99.70% | 99.70% |
02.05.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 996'114 | 250'000 | 19'922 CHF | 7'500 CHF | 100.00% | 100.00% |