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 | 66.51% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'048 CHF | 5'012 CHF | 99.27% | 99.27% |
15.05.2024 | 45.97% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'573 | 250'000 | 16'901 CHF | 6'753 CHF | 99.39% | 99.39% |
14.05.2024 | 44.47% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 17'764 CHF | 6'941 CHF | 99.16% | 99.16% |
13.05.2024 | 50.97% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'242 | 250'000 | 14'623 CHF | 6'177 CHF | 99.38% | 99.38% |
10.05.2024 | 52.59% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 982'961 | 250'000 | 14'053 CHF | 6'056 CHF | 99.39% | 99.39% |
08.05.2024 | 64.08% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'777 CHF | 5'194 CHF | 99.39% | 99.39% |
07.05.2024 | 54.10% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'328 | 250'000 | 13'670 CHF | 5'943 CHF | 99.23% | 99.23% |
06.05.2024 | 56.83% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'813 | 250'000 | 12'857 CHF | 5'738 CHF | 99.19% | 99.19% |
03.05.2024 | 52.63% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 992'195 | 250'000 | 14'094 CHF | 6'053 CHF | 99.39% | 99.39% |
02.05.2024 | 52.61% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 978'392 | 250'000 | 13'894 CHF | 6'055 CHF | 99.39% | 99.39% |