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 | 50.49% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 995'499 | 250'000 | 14'786 CHF | 6'213 CHF | 99.23% | 99.23% |
06.05.2024 | 41.94% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 987'949 | 250'000 | 18'791 CHF | 7'258 CHF | 99.22% | 99.22% |
03.05.2024 | 39.57% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'309 | 250'000 | 20'210 CHF | 7'581 CHF | 99.39% | 99.39% |
02.05.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'717 | 250'000 | 19'854 CHF | 7'500 CHF | 99.39% | 99.39% |
30.04.2024 | 35.90% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 993'510 | 250'000 | 22'948 CHF | 8'270 CHF | 99.43% | 99.43% |
29.04.2024 | 34.69% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 993'081 | 250'000 | 23'841 CHF | 8'496 CHF | 99.29% | 99.29% |
26.04.2024 | 37.44% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 991'602 | 250'000 | 21'735 CHF | 7'979 CHF | 97.25% | 97.25% |
25.04.2024 | 34.10% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 986'413 | 250'000 | 24'086 CHF | 8'607 CHF | 83.97% | 83.97% |
24.04.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 25'000 CHF | 8'750 CHF | 99.39% | 99.39% |
23.04.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 25'000 CHF | 8'750 CHF | 99.38% | 99.38% |