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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 32.91% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 25'681 CHF | 8'920 CHF | 100.00% | 100.00% |
14.05.2024 | 32.79% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 25'572 CHF | 8'893 CHF | 100.00% | 100.00% |
13.05.2024 | 33.59% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 25'339 CHF | 8'835 CHF | 100.00% | 100.00% |
10.05.2024 | 51.48% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 983'405 | 250'000 | 14'358 CHF | 6'139 CHF | 100.00% | 100.00% |
08.05.2024 | 51.16% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 14'651 CHF | 6'163 CHF | 100.00% | 100.00% |
07.05.2024 | 44.22% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'301 | 250'000 | 17'782 CHF | 6'973 CHF | 92.91% | 92.91% |
06.05.2024 | 42.52% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 990'891 | 250'000 | 18'565 CHF | 7'185 CHF | 98.34% | 98.34% |
03.05.2024 | 40.29% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'750 | 250'000 | 19'743 CHF | 7'464 CHF | 99.19% | 99.19% |
02.05.2024 | 37.27% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 985'867 | 250'000 | 21'764 CHF | 8'012 CHF | 100.00% | 100.00% |
30.04.2024 | 30.20% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 999'853 | 249'995 | 28'300 CHF | 9'576 CHF | 98.88% | 98.88% |