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 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'122 | 250'000 | 4'966 CHF | 3'750 CHF | 98.32% | 98.32% |
07.05.2024 | 85.34% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 967'147 | 250'000 | 7'026 CHF | 4'300 CHF | 66.58% | 66.58% |
06.05.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 987'655 | 250'000 | 9'877 CHF | 5'000 CHF | 99.22% | 99.22% |
03.05.2024 | 56.13% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'173 | 250'000 | 13'076 CHF | 5'790 CHF | 99.02% | 99.02% |
02.05.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'664 | 250'000 | 14'920 CHF | 6'250 CHF | 99.39% | 99.39% |
30.04.2024 | 48.67% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'336 | 250'000 | 15'565 CHF | 6'416 CHF | 99.43% | 99.43% |
29.04.2024 | 49.03% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'930 | 250'000 | 15'380 CHF | 6'371 CHF | 99.29% | 99.29% |
26.04.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'370 | 250'000 | 9'944 CHF | 5'000 CHF | 97.24% | 97.24% |
25.04.2024 | 61.37% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 984'427 | 250'000 | 11'390 CHF | 5'397 CHF | 81.57% | 81.57% |
24.04.2024 | 45.71% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 996'676 | 250'000 | 17'098 CHF | 6'787 CHF | 99.39% | 99.39% |