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 | 46.19% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 16'906 CHF | 6'726 CHF | 99.82% | 99.82% |
06.05.2024 | 49.63% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'339 | 250'000 | 15'071 CHF | 6'296 CHF | 99.76% | 99.76% |
03.05.2024 | 49.72% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'141 CHF | 6'285 CHF | 100.00% | 100.00% |
02.05.2024 | 49.99% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 995'482 | 250'000 | 14'936 CHF | 6'251 CHF | 100.00% | 100.00% |
30.04.2024 | 42.01% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 19'094 CHF | 7'274 CHF | 100.00% | 100.00% |
29.04.2024 | 28.93% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 992'614 | 250'000 | 29'614 CHF | 9'968 CHF | 95.00% | 95.00% |
26.04.2024 | 29.86% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 28'857 CHF | 9'714 CHF | 100.00% | 100.00% |
25.04.2024 | 33.21% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 991'627 | 254'688 | 25'902 CHF | 9'318 CHF | 84.47% | 84.47% |
24.04.2024 | 17.30% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 944'512 | 455'681 | 49'960 CHF | 28'821 CHF | 100.00% | 100.00% |
23.04.2024 | 19.37% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 346'230 | 46'775 CHF | 19'938 CHF | 100.00% | 100.00% |