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 | 32.77% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 999'958 | 250'000 | 25'749 CHF | 8'938 CHF | 99.49% | 99.49% |
15.05.2024 | 66.85% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 9'973 CHF | 4'993 CHF | 100.00% | 100.00% |
14.05.2024 | 87.39% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 6'891 CHF | 4'223 CHF | 99.80% | 99.80% |
13.05.2024 | 64.05% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'785 CHF | 5'196 CHF | 100.00% | 100.00% |
10.05.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 987'385 | 250'000 | 9'874 CHF | 5'000 CHF | 100.00% | 100.00% |
08.05.2024 | 97.59% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'361 CHF | 3'840 CHF | 100.00% | 100.00% |
07.05.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'000 CHF | 3'750 CHF | 99.77% | 99.77% |
06.05.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'000 CHF | 3'750 CHF | 99.78% | 99.78% |
03.05.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'000 CHF | 3'750 CHF | 100.00% | 100.00% |
02.05.2024 | 99.99% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 989'451 | 250'000 | 4'948 CHF | 3'751 CHF | 100.00% | 100.00% |