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 | 136.63% | 0.00 CHF | 0.01 CHF | 1'000'000 | 250'000 | 991'367 | 250'000 | 2'659 CHF | 3'206 CHF | 87.27% | 87.27% |
13.05.2024 | 115.79% | 0.00 CHF | 0.02 CHF | 250'000 | 250'000 | 940'964 | 250'000 | 3'764 CHF | 3'750 CHF | 76.14% | 76.14% |
10.05.2024 | 129.26% | 0.00 CHF | 0.02 CHF | 250'000 | 250'000 | 855'907 | 250'000 | 2'664 CHF | 3'398 CHF | 51.07% | 51.07% |
08.05.2024 | 124.19% | 0.00 CHF | 0.02 CHF | 1'000'000 | 250'000 | 988'944 | 250'000 | 3'446 CHF | 3'509 CHF | 90.50% | 90.50% |
07.05.2024 | 103.17% | 0.00 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 4'799 CHF | 3'750 CHF | 100.00% | 100.00% |
06.05.2024 | 97.51% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 997'104 | 250'000 | 5'346 CHF | 3'843 CHF | 100.00% | 100.00% |
03.05.2024 | 68.48% | 0.01 CHF | 0.02 CHF | 250'000 | 250'000 | 955'336 | 250'000 | 9'297 CHF | 4'932 CHF | 95.85% | 95.85% |
02.05.2024 | 66.15% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'156 CHF | 5'039 CHF | 100.00% | 100.00% |
30.04.2024 | 66.33% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'102 CHF | 5'026 CHF | 100.00% | 100.00% |
29.04.2024 | 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% |