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 | 41.13% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 992'787 | 250'000 | 19'718 CHF | 7'457 CHF | 99.24% | 99.24% |
06.05.2024 | 50.05% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'336 | 250'000 | 14'885 CHF | 6'246 CHF | 99.21% | 99.21% |
03.05.2024 | 59.68% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 12'097 CHF | 5'524 CHF | 99.38% | 99.38% |
02.05.2024 | 49.79% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 976'702 | 250'000 | 14'950 CHF | 6'345 CHF | 99.38% | 99.38% |
30.04.2024 | 38.36% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 21'251 CHF | 7'813 CHF | 99.42% | 99.42% |
29.04.2024 | 33.06% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 992'440 | 250'000 | 25'102 CHF | 8'823 CHF | 99.28% | 99.28% |
26.04.2024 | 32.01% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 994'459 | 250'000 | 26'246 CHF | 9'096 CHF | 97.22% | 97.22% |
25.04.2024 | 33.38% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 990'672 | 250'000 | 24'732 CHF | 8'741 CHF | 83.97% | 83.97% |
24.04.2024 | 27.30% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 994'648 | 250'000 | 31'647 CHF | 10'452 CHF | 99.39% | 99.39% |
23.04.2024 | 24.56% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 995'873 | 250'000 | 35'641 CHF | 11'446 CHF | 99.39% | 99.39% |