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 | 39.88% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'749 | 250'000 | 19'968 CHF | 7'523 CHF | 99.24% | 99.24% |
15.05.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'443 | 250'000 | 19'889 CHF | 7'500 CHF | 99.39% | 99.39% |
14.05.2024 | 38.14% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 986'029 | 250'000 | 21'270 CHF | 7'885 CHF | 96.44% | 96.44% |
13.05.2024 | 78.19% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 995'968 | 250'000 | 8'249 CHF | 4'568 CHF | 99.38% | 99.38% |
10.05.2024 | 73.94% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 989'163 | 250'000 | 8'816 CHF | 4'727 CHF | 99.38% | 99.38% |
08.05.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'199 | 250'000 | 9'932 CHF | 5'000 CHF | 99.38% | 99.38% |
07.05.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 995'243 | 250'000 | 9'952 CHF | 5'000 CHF | 99.25% | 99.25% |
06.05.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 987'716 | 250'000 | 9'877 CHF | 5'000 CHF | 99.20% | 99.20% |
03.05.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'136 | 250'000 | 9'941 CHF | 5'000 CHF | 99.38% | 99.38% |
02.05.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 991'783 | 250'000 | 9'918 CHF | 5'000 CHF | 99.38% | 99.38% |