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 | 60.33% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 991'094 | 250'000 | 11'812 CHF | 5'475 CHF | 99.76% | 99.76% |
15.05.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'000 CHF | 6'250 CHF | 100.00% | 100.00% |
14.05.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'000 CHF | 6'250 CHF | 100.00% | 100.00% |
13.05.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'000 CHF | 6'250 CHF | 100.00% | 100.00% |
10.05.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 987'059 | 250'000 | 14'806 CHF | 6'250 CHF | 100.00% | 100.00% |
08.05.2024 | 44.51% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 17'745 CHF | 6'936 CHF | 100.00% | 100.00% |
07.05.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'000 CHF | 7'500 CHF | 99.75% | 99.75% |
06.05.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'173 | 250'000 | 19'864 CHF | 7'500 CHF | 99.52% | 99.52% |
03.05.2024 | 32.25% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 26'164 CHF | 9'041 CHF | 99.70% | 99.70% |
02.05.2024 | 28.47% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 988'872 | 250'000 | 29'815 CHF | 10'037 CHF | 100.00% | 100.00% |