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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 30'000 CHF | 6'000 CHF | 99.07% | 99.07% |
16.05.2024 | 42.24% | 0.02 CHF | 0.03 CHF | 1'500'000 | 200'000 | 1'500'000 | 199'939 | 28'740 CHF | 5'831 CHF | 99.27% | 99.27% |
15.05.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 30'000 CHF | 6'000 CHF | 99.08% | 99.08% |
14.05.2024 | 29.82% | 0.02 CHF | 0.03 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 43'363 CHF | 7'782 CHF | 99.27% | 99.27% |
13.05.2024 | 30.41% | 0.03 CHF | 0.04 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 42'710 CHF | 7'695 CHF | 98.81% | 98.81% |
10.05.2024 | 24.87% | 0.03 CHF | 0.04 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 53'750 CHF | 9'167 CHF | 99.27% | 99.27% |
08.05.2024 | 30.71% | 0.03 CHF | 0.04 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 44'182 CHF | 7'891 CHF | 99.27% | 99.27% |
07.05.2024 | 18.19% | 0.05 CHF | 0.06 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 74'967 CHF | 11'996 CHF | 99.27% | 99.27% |
06.05.2024 | 22.84% | 0.04 CHF | 0.05 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 58'584 CHF | 9'811 CHF | 99.27% | 99.27% |
03.05.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 45'000 CHF | 8'000 CHF | 99.15% | 99.15% |