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 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 991'052 | 250'000 | 9'911 CHF | 5'000 CHF | 99.76% | 99.76% |
15.05.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'000 CHF | 5'000 CHF | 100.00% | 100.00% |
14.05.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'000 CHF | 5'000 CHF | 100.00% | 100.00% |
13.05.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'000 CHF | 5'000 CHF | 100.00% | 100.00% |
10.05.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 987'032 | 250'000 | 9'870 CHF | 5'000 CHF | 100.00% | 100.00% |
08.05.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'000 CHF | 5'000 CHF | 100.00% | 100.00% |
07.05.2024 | 66.61% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 999'990 | 250'000 | 10'016 CHF | 5'004 CHF | 99.75% | 99.75% |
06.05.2024 | 61.93% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'143 | 250'000 | 11'354 CHF | 5'356 CHF | 99.53% | 99.53% |
03.05.2024 | 50.11% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 14'967 CHF | 6'242 CHF | 99.70% | 99.70% |
02.05.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 988'852 | 250'000 | 14'833 CHF | 6'250 CHF | 100.00% | 100.00% |