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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 996'134 | 250'000 | 9'961 CHF | 5'000 CHF | 99.39% | 99.39% |
10.05.2024 | 62.03% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 990'598 | 250'000 | 11'250 CHF | 5'348 CHF | 99.38% | 99.38% |
08.05.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'401 | 250'000 | 14'901 CHF | 6'250 CHF | 99.39% | 99.39% |
07.05.2024 | 55.13% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 995'462 | 250'000 | 13'402 CHF | 5'865 CHF | 99.23% | 99.23% |
06.05.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 988'122 | 250'000 | 14'822 CHF | 6'250 CHF | 99.21% | 99.21% |
03.05.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'374 | 250'000 | 14'916 CHF | 6'250 CHF | 99.39% | 99.39% |
02.05.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'148 | 250'000 | 14'897 CHF | 6'250 CHF | 99.38% | 99.38% |
30.04.2024 | 45.12% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'502 | 250'000 | 17'328 CHF | 6'860 CHF | 99.44% | 99.44% |
29.04.2024 | 47.47% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'128 | 250'000 | 16'163 CHF | 6'566 CHF | 99.28% | 99.28% |
26.04.2024 | 47.98% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 991'965 | 250'000 | 15'890 CHF | 6'503 CHF | 97.22% | 97.22% |