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 | 39.81% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'146 CHF | 7'536 CHF | 99.75% | 99.75% |
15.05.2024 | 33.63% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 25'094 CHF | 8'773 CHF | 100.00% | 100.00% |
14.05.2024 | 32.13% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 26'267 CHF | 9'067 CHF | 100.00% | 100.00% |
13.05.2024 | 29.98% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 249'995 | 29'086 CHF | 9'771 CHF | 100.00% | 100.00% |
10.05.2024 | 47.55% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 983'412 | 250'000 | 15'975 CHF | 6'556 CHF | 100.00% | 100.00% |
08.05.2024 | 50.30% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 991'646 | 250'000 | 14'799 CHF | 6'227 CHF | 84.48% | 84.48% |
07.05.2024 | 47.89% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 991'561 | 250'000 | 15'887 CHF | 6'513 CHF | 95.92% | 95.92% |
06.05.2024 | 46.23% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'872 | 250'000 | 16'745 CHF | 6'722 CHF | 99.50% | 99.50% |
03.05.2024 | 50.41% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 987'123 | 250'000 | 14'714 CHF | 6'219 CHF | 95.47% | 95.47% |
02.05.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 985'873 | 250'000 | 14'788 CHF | 6'250 CHF | 100.00% | 100.00% |