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 | 32.21% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 993'701 | 250'000 | 26'020 CHF | 9'044 CHF | 99.25% | 99.25% |
15.05.2024 | 33.23% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 994'492 | 250'000 | 24'972 CHF | 8'777 CHF | 99.38% | 99.38% |
14.05.2024 | 32.04% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 986'023 | 250'000 | 26'253 CHF | 9'148 CHF | 96.44% | 96.44% |
13.05.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 995'920 | 250'000 | 14'939 CHF | 6'250 CHF | 99.38% | 99.38% |
10.05.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 989'155 | 250'000 | 14'837 CHF | 6'250 CHF | 99.38% | 99.38% |
08.05.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'172 | 250'000 | 14'898 CHF | 6'250 CHF | 99.38% | 99.38% |
07.05.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 995'294 | 250'000 | 14'929 CHF | 6'250 CHF | 99.23% | 99.23% |
06.05.2024 | 48.39% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 987'791 | 250'000 | 15'621 CHF | 6'451 CHF | 99.19% | 99.19% |
03.05.2024 | 44.03% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'145 | 250'000 | 17'875 CHF | 6'996 CHF | 99.38% | 99.38% |
02.05.2024 | 43.37% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 991'737 | 250'000 | 18'151 CHF | 7'079 CHF | 99.38% | 99.38% |