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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07.05.2024 | 17.13% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 927'739 | 450'798 | 49'764 CHF | 28'865 CHF | 99.59% | 99.59% |
06.05.2024 | 54.84% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 13'549 CHF | 5'887 CHF | 99.76% | 99.76% |
03.05.2024 | 66.10% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'171 CHF | 5'043 CHF | 100.00% | 100.00% |
02.05.2024 | 66.57% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 985'470 | 250'000 | 9'865 CHF | 5'007 CHF | 100.00% | 100.00% |
30.04.2024 | 57.49% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 987'833 | 250'000 | 12'630 CHF | 5'688 CHF | 99.00% | 99.00% |
29.04.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 249'909 | 15'000 CHF | 6'248 CHF | 94.60% | 94.60% |
26.04.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'000 CHF | 6'250 CHF | 99.73% | 99.73% |
25.04.2024 | 48.96% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 999'904 | 250'000 | 15'519 CHF | 6'380 CHF | 84.25% | 84.25% |
24.04.2024 | 42.18% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 19'170 CHF | 7'292 CHF | 100.00% | 100.00% |
23.04.2024 | 33.78% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 24'667 CHF | 8'667 CHF | 100.00% | 100.00% |