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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 48.14% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'416 | 250'000 | 15'832 CHF | 6'483 CHF | 99.53% | 99.53% |
14.05.2024 | 40.41% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 19'797 CHF | 7'449 CHF | 100.00% | 100.00% |
13.05.2024 | 63.41% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'976 CHF | 5'244 CHF | 100.00% | 100.00% |
10.05.2024 | 76.79% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 988'717 | 250'000 | 8'599 CHF | 4'698 CHF | 100.00% | 100.00% |
08.05.2024 | 63.47% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'958 CHF | 5'239 CHF | 100.00% | 100.00% |
07.05.2024 | 52.86% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 14'183 CHF | 6'046 CHF | 99.76% | 99.76% |
06.05.2024 | 133.17% | 0.00 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'371 | 250'000 | 2'884 CHF | 3'296 CHF | 99.52% | 99.52% |
03.05.2024 | 106.66% | 0.00 CHF | 0.01 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 4'579 CHF | 3'736 CHF | 99.59% | 99.59% |
02.05.2024 | 156.91% | 0.00 CHF | 0.02 CHF | 1'000'000 | 250'000 | 990'048 | 250'000 | 1'412 CHF | 2'676 CHF | 100.00% | 100.00% |
30.04.2024 | 163.64% | 0.00 CHF | 0.01 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 1'000 CHF | 2'500 CHF | 100.00% | 100.00% |