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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 99.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 249'995 | 5'049 CHF | 3'762 CHF | 99.61% | 99.61% |
22.05.2024 | 66.75% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 997'559 | 249'915 | 9'963 CHF | 4'995 CHF | 98.46% | 98.46% |
21.05.2024 | 49.03% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 990'286 | 249'991 | 15'366 CHF | 6'390 CHF | 100.00% | 100.00% |
17.05.2024 | 37.58% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 999'881 | 250'000 | 21'809 CHF | 7'953 CHF | 100.00% | 100.00% |
16.05.2024 | 44.35% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 17'825 CHF | 6'956 CHF | 99.84% | 99.84% |
15.05.2024 | 58.17% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 249'995 | 12'576 CHF | 5'644 CHF | 100.00% | 100.00% |
14.05.2024 | 49.51% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'243 CHF | 6'311 CHF | 99.79% | 99.79% |
13.05.2024 | 47.62% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 16'190 CHF | 6'548 CHF | 100.00% | 100.00% |
10.05.2024 | 42.98% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 989'345 | 250'000 | 18'356 CHF | 7'129 CHF | 100.00% | 100.00% |
08.05.2024 | 61.87% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 249'987 | 11'440 CHF | 5'360 CHF | 100.00% | 100.00% |