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 | 66.67% | 0.01 CHF | 0.02 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 15'000 CHF | 5'000 CHF | 98.47% | 98.47% |
15.05.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 15'000 CHF | 5'000 CHF | 98.33% | 98.33% |
14.05.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 15'000 CHF | 5'000 CHF | 99.37% | 99.37% |
13.05.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 15'000 CHF | 5'000 CHF | 98.93% | 98.93% |
10.05.2024 | 65.83% | 0.01 CHF | 0.02 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 15'472 CHF | 5'079 CHF | 99.36% | 99.36% |
08.05.2024 | 49.08% | 0.01 CHF | 0.02 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 24'890 CHF | 6'648 CHF | 99.36% | 99.36% |
07.05.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 30'000 CHF | 7'500 CHF | 94.72% | 94.72% |
06.05.2024 | 59.80% | 0.01 CHF | 0.02 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 18'862 CHF | 5'644 CHF | 99.37% | 99.37% |
03.05.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 30'000 CHF | 7'500 CHF | 99.37% | 99.37% |
02.05.2024 | 45.80% | 0.02 CHF | 0.03 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 26'736 CHF | 6'956 CHF | 99.36% | 99.36% |