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 | 28.57% | 0.03 CHF | 0.04 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 45'000 CHF | 6'000 CHF | 99.27% | 99.27% |
15.05.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 45'000 CHF | 6'000 CHF | 99.08% | 99.08% |
14.05.2024 | 31.26% | 0.03 CHF | 0.04 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 41'470 CHF | 5'647 CHF | 99.27% | 99.27% |
13.05.2024 | 29.06% | 0.03 CHF | 0.04 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 44'364 CHF | 5'936 CHF | 98.81% | 98.81% |
10.05.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 45'000 CHF | 6'000 CHF | 99.27% | 99.27% |
08.05.2024 | 35.88% | 0.03 CHF | 0.04 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 35'410 CHF | 5'041 CHF | 99.27% | 99.27% |
07.05.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 30'000 CHF | 4'500 CHF | 99.27% | 99.27% |
06.05.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 30'000 CHF | 4'500 CHF | 99.27% | 99.27% |
03.05.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 30'000 CHF | 4'500 CHF | 99.15% | 99.15% |
02.05.2024 | 53.74% | 0.01 CHF | 0.02 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 22'274 CHF | 3'727 CHF | 99.19% | 99.19% |