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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 47.16% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'637 | 250'000 | 16'312 CHF | 6'606 CHF | 99.78% | 99.78% |
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 | 53.75% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 999'302 | 250'000 | 13'866 CHF | 5'969 CHF | 100.00% | 100.00% |
08.05.2024 | 50.74% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 14'841 CHF | 6'210 CHF | 100.00% | 100.00% |
07.05.2024 | 97.97% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'305 CHF | 3'826 CHF | 99.85% | 99.85% |
06.05.2024 | 98.33% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 992'854 | 250'000 | 5'214 CHF | 3'812 CHF | 99.82% | 99.82% |
03.05.2024 | 99.93% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'010 CHF | 3'753 CHF | 100.00% | 100.00% |
02.05.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 999'367 | 250'000 | 4'997 CHF | 3'750 CHF | 100.00% | 100.00% |
30.04.2024 | 68.08% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 9'788 CHF | 4'947 CHF | 100.00% | 100.00% |
29.04.2024 | 76.68% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 8'499 CHF | 4'625 CHF | 99.91% | 99.91% |