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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 28.41% | 0.03 CHF | 0.04 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 45'381 CHF | 6'038 CHF | 99.08% | 99.08% |
14.05.2024 | 26.82% | 0.03 CHF | 0.04 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 49'134 CHF | 6'413 CHF | 99.27% | 99.27% |
13.05.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 45'000 CHF | 6'000 CHF | 98.81% | 98.81% |
10.05.2024 | 24.70% | 0.03 CHF | 0.04 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 54'140 CHF | 6'914 CHF | 99.27% | 99.27% |
08.05.2024 | 39.31% | 0.04 CHF | 0.05 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 31'163 CHF | 4'616 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 | 40.00% | 0.02 CHF | 0.03 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 30'000 CHF | 4'500 CHF | 99.19% | 99.19% |
30.04.2024 | 64.33% | 0.02 CHF | 0.03 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 16'314 CHF | 3'131 CHF | 99.27% | 99.27% |