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 | 115.55% | 0.00 CHF | 0.02 CHF | 1'000'000 | 250'000 | 992'840 | 250'000 | 3'986 CHF | 3'750 CHF | 99.22% | 99.22% |
06.05.2024 | 115.79% | 0.00 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'338 | 250'000 | 3'973 CHF | 3'750 CHF | 99.21% | 99.21% |
03.05.2024 | 115.79% | 0.00 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 4'000 CHF | 3'750 CHF | 99.38% | 99.38% |
02.05.2024 | 115.29% | 0.00 CHF | 0.02 CHF | 1'000'000 | 250'000 | 976'712 | 250'000 | 3'923 CHF | 3'750 CHF | 99.38% | 99.38% |
30.04.2024 | 103.04% | 0.00 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 4'808 CHF | 3'750 CHF | 99.42% | 99.42% |
29.04.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 992'440 | 250'000 | 4'962 CHF | 3'750 CHF | 99.28% | 99.28% |
26.04.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'420 | 250'000 | 4'972 CHF | 3'750 CHF | 97.22% | 97.22% |
25.04.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 990'639 | 250'000 | 4'953 CHF | 3'750 CHF | 83.98% | 83.98% |
24.04.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'645 | 250'000 | 4'973 CHF | 3'750 CHF | 99.39% | 99.39% |
23.04.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 995'901 | 250'000 | 4'980 CHF | 3'750 CHF | 99.39% | 99.39% |