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 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 993'753 | 250'000 | 29'813 CHF | 10'000 CHF | 99.24% | 99.24% |
15.05.2024 | 25.88% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 994'440 | 250'000 | 33'575 CHF | 10'942 CHF | 99.39% | 99.39% |
14.05.2024 | 26.11% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 986'026 | 250'000 | 33'166 CHF | 10'908 CHF | 96.43% | 96.43% |
13.05.2024 | 20.00% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 995'968 | 250'000 | 44'819 CHF | 13'750 CHF | 99.38% | 99.38% |
10.05.2024 | 20.00% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 989'061 | 250'000 | 44'508 CHF | 13'750 CHF | 99.39% | 99.39% |
08.05.2024 | 20.00% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 993'146 | 250'000 | 44'692 CHF | 13'750 CHF | 99.39% | 99.39% |
07.05.2024 | 21.71% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 995'275 | 250'000 | 40'961 CHF | 12'787 CHF | 99.24% | 99.24% |
06.05.2024 | 20.98% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 987'670 | 250'000 | 42'270 CHF | 13'197 CHF | 99.21% | 99.21% |
03.05.2024 | 21.60% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 994'094 | 250'000 | 41'143 CHF | 12'848 CHF | 99.39% | 99.39% |
02.05.2024 | 21.26% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 991'778 | 250'000 | 41'812 CHF | 13'042 CHF | 99.38% | 99.38% |