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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08.05.2024 | 74.64% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 8'804 CHF | 4'701 CHF | 100.00% | 100.00% |
07.05.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 999'438 | 250'000 | 9'994 CHF | 5'000 CHF | 98.61% | 98.61% |
06.05.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 992'885 | 250'000 | 9'929 CHF | 5'000 CHF | 99.51% | 99.51% |
03.05.2024 | 84.76% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 7'287 CHF | 4'322 CHF | 99.49% | 99.49% |
02.05.2024 | 67.96% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 985'910 | 250'000 | 9'694 CHF | 4'952 CHF | 100.00% | 100.00% |
30.04.2024 | 66.59% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 999'838 | 250'000 | 10'022 CHF | 5'006 CHF | 98.88% | 98.88% |
29.04.2024 | 66.65% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'006 CHF | 5'001 CHF | 99.83% | 99.83% |
26.04.2024 | 61.79% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 986'148 | 250'000 | 11'325 CHF | 5'366 CHF | 100.00% | 100.00% |
25.04.2024 | 53.04% | 0.01 CHF | 0.02 CHF | 250'000 | 250'000 | 863'799 | 250'000 | 12'726 CHF | 6'022 CHF | 0.62% | 0.62% |
24.04.2024 | 41.26% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 254'466 | 19'418 CHF | 7'494 CHF | 99.98% | 99.98% |