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 | 28.35% | 0.03 CHF | 0.04 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 45'524 CHF | 8'070 CHF | 99.27% | 99.27% |
15.05.2024 | 27.10% | 0.04 CHF | 0.05 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 48'484 CHF | 8'465 CHF | 99.12% | 99.12% |
14.05.2024 | 35.97% | 0.03 CHF | 0.04 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 35'290 CHF | 6'705 CHF | 99.27% | 99.27% |
13.05.2024 | 39.58% | 0.02 CHF | 0.03 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 30'548 CHF | 6'073 CHF | 98.75% | 98.75% |
10.05.2024 | 40.39% | 0.02 CHF | 0.03 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 29'778 CHF | 5'970 CHF | 99.27% | 99.27% |
08.05.2024 | 41.59% | 0.02 CHF | 0.03 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 29'168 CHF | 5'889 CHF | 99.27% | 99.27% |
07.05.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 15'000 CHF | 4'000 CHF | 99.27% | 99.27% |
06.05.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 15'000 CHF | 4'000 CHF | 83.83% | 99.27% |
03.05.2024 | 66.67% | 0.01 CHF | 0.01 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 15'000 CHF | 4'000 CHF | 10.31% | 99.10% |
02.05.2024 | 66.67% | 0.01 CHF | 0.01 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 15'000 CHF | 4'000 CHF | 40.54% | 99.24% |