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 | 30.92% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 27'533 CHF | 9'383 CHF | 99.05% | 99.05% |
16.05.2024 | 26.45% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 32'965 CHF | 10'741 CHF | 99.27% | 99.27% |
15.05.2024 | 23.07% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 992'572 | 250'000 | 38'175 CHF | 12'118 CHF | 99.39% | 99.39% |
14.05.2024 | 23.46% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 37'771 CHF | 11'943 CHF | 99.17% | 99.17% |
13.05.2024 | 25.26% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 994'283 | 250'000 | 34'442 CHF | 11'161 CHF | 99.38% | 99.38% |
10.05.2024 | 25.98% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 982'953 | 250'000 | 33'116 CHF | 10'908 CHF | 99.38% | 99.38% |
08.05.2024 | 28.16% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 30'571 CHF | 10'143 CHF | 99.39% | 99.39% |
07.05.2024 | 25.83% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 993'314 | 250'000 | 33'608 CHF | 10'960 CHF | 99.23% | 99.23% |
06.05.2024 | 28.45% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 993'819 | 250'000 | 29'974 CHF | 10'042 CHF | 99.19% | 99.19% |
03.05.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 992'195 | 250'000 | 29'772 CHF | 10'001 CHF | 99.39% | 99.39% |