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 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'727 | 250'000 | 4'969 CHF | 3'750 CHF | 99.24% | 99.24% |
15.05.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'405 | 250'000 | 4'972 CHF | 3'750 CHF | 99.39% | 99.39% |
14.05.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 986'021 | 250'000 | 4'930 CHF | 3'750 CHF | 96.43% | 96.43% |
13.05.2024 | 115.79% | 0.00 CHF | 0.02 CHF | 1'000'000 | 250'000 | 995'891 | 250'000 | 3'984 CHF | 3'750 CHF | 99.39% | 99.39% |
10.05.2024 | 115.79% | 0.00 CHF | 0.02 CHF | 1'000'000 | 250'000 | 989'108 | 250'000 | 3'956 CHF | 3'750 CHF | 99.39% | 99.39% |
08.05.2024 | 115.79% | 0.00 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'195 | 250'000 | 3'973 CHF | 3'750 CHF | 99.38% | 99.38% |
07.05.2024 | 115.79% | 0.00 CHF | 0.02 CHF | 1'000'000 | 250'000 | 995'257 | 250'000 | 3'981 CHF | 3'750 CHF | 99.24% | 99.24% |
06.05.2024 | 115.79% | 0.00 CHF | 0.02 CHF | 1'000'000 | 250'000 | 987'762 | 250'000 | 3'951 CHF | 3'750 CHF | 99.19% | 99.19% |
03.05.2024 | 107.79% | 0.00 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'111 | 250'000 | 4'481 CHF | 3'750 CHF | 99.39% | 99.39% |
02.05.2024 | 102.03% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 991'714 | 250'000 | 4'830 CHF | 3'750 CHF | 99.39% | 99.39% |