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 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'000 CHF | 7'500 CHF | 99.77% | 99.77% |
15.05.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'000 CHF | 7'500 CHF | 100.00% | 100.00% |
14.05.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'000 CHF | 7'500 CHF | 100.00% | 100.00% |
13.05.2024 | 35.82% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 23'135 CHF | 8'284 CHF | 100.00% | 100.00% |
10.05.2024 | 36.57% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 984'127 | 250'000 | 22'253 CHF | 8'143 CHF | 100.00% | 100.00% |
08.05.2024 | 36.10% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 22'924 CHF | 8'231 CHF | 100.00% | 100.00% |
07.05.2024 | 33.74% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 24'692 CHF | 8'673 CHF | 99.76% | 99.76% |
06.05.2024 | 39.92% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'906 | 250'000 | 19'919 CHF | 7'515 CHF | 99.52% | 99.52% |
03.05.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 25'000 CHF | 8'750 CHF | 99.70% | 99.70% |
02.05.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 986'181 | 250'000 | 24'655 CHF | 8'750 CHF | 100.00% | 100.00% |