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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 63.23% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 11'032 CHF | 5'258 CHF | 99.77% | 99.77% |
13.05.2024 | 66.35% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'094 CHF | 5'024 CHF | 100.00% | 100.00% |
10.05.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 987'433 | 250'000 | 9'874 CHF | 5'000 CHF | 100.00% | 100.00% |
08.05.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'000 CHF | 5'000 CHF | 100.00% | 100.00% |
07.05.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'000 CHF | 5'000 CHF | 99.86% | 99.86% |
06.05.2024 | 66.51% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'047 CHF | 5'012 CHF | 99.81% | 99.81% |
03.05.2024 | 62.65% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 11'206 CHF | 5'302 CHF | 100.00% | 100.00% |
02.05.2024 | 56.73% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 989'502 | 250'000 | 12'875 CHF | 5'745 CHF | 100.00% | 100.00% |
30.04.2024 | 50.06% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 16'082 CHF | 6'520 CHF | 100.00% | 100.00% |
29.04.2024 | 39.98% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'017 CHF | 7'504 CHF | 99.90% | 99.90% |