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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10.05.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 983'223 | 250'000 | 4'916 CHF | 3'750 CHF | 99.39% | 99.39% |
08.05.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'000 CHF | 3'750 CHF | 99.39% | 99.39% |
07.05.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'401 | 250'000 | 4'967 CHF | 3'750 CHF | 99.23% | 99.23% |
06.05.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'818 | 250'000 | 4'969 CHF | 3'750 CHF | 99.21% | 99.21% |
03.05.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 992'351 | 250'000 | 4'962 CHF | 3'750 CHF | 99.38% | 99.38% |
02.05.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 978'722 | 250'000 | 4'894 CHF | 3'750 CHF | 99.38% | 99.38% |
30.04.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'000 CHF | 3'750 CHF | 99.43% | 99.43% |
29.04.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 992'755 | 250'000 | 4'964 CHF | 3'750 CHF | 99.29% | 99.29% |
26.04.2024 | 77.17% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 987'467 | 250'000 | 8'317 CHF | 4'606 CHF | 97.24% | 97.24% |
25.04.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 991'877 | 250'000 | 4'959 CHF | 3'750 CHF | 83.96% | 83.96% |