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 | 49.93% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'035 CHF | 6'259 CHF | 99.05% | 99.05% |
16.05.2024 | 35.74% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 23'193 CHF | 8'298 CHF | 99.27% | 99.27% |
15.05.2024 | 27.52% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 992'568 | 250'000 | 31'432 CHF | 10'414 CHF | 99.39% | 99.39% |
14.05.2024 | 27.49% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 31'574 CHF | 10'394 CHF | 99.17% | 99.17% |
13.05.2024 | 32.49% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 994'198 | 250'000 | 25'750 CHF | 8'974 CHF | 99.39% | 99.39% |
10.05.2024 | 33.03% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 982'943 | 250'000 | 24'904 CHF | 8'831 CHF | 99.38% | 99.38% |
08.05.2024 | 37.93% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 21'557 CHF | 7'889 CHF | 99.38% | 99.38% |
07.05.2024 | 34.93% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'296 | 250'000 | 23'632 CHF | 8'450 CHF | 99.23% | 99.23% |
06.05.2024 | 35.73% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 993'809 | 250'000 | 23'051 CHF | 8'301 CHF | 99.19% | 99.19% |
03.05.2024 | 34.06% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'192 | 250'000 | 24'263 CHF | 8'615 CHF | 99.39% | 99.39% |