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 | 33.51% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 992'616 | 250'000 | 24'925 CHF | 8'777 CHF | 99.75% | 99.75% |
06.05.2024 | 25.24% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 995'074 | 250'000 | 34'510 CHF | 11'171 CHF | 99.52% | 99.52% |
03.05.2024 | 25.03% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 983'159 | 250'000 | 34'440 CHF | 11'257 CHF | 99.71% | 99.71% |
02.05.2024 | 26.64% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 999'260 | 250'000 | 32'674 CHF | 10'675 CHF | 100.00% | 100.00% |
30.04.2024 | 22.14% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 40'182 CHF | 12'546 CHF | 100.00% | 100.00% |
29.04.2024 | 22.38% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 39'708 CHF | 12'427 CHF | 99.84% | 99.84% |
26.04.2024 | 25.64% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 34'107 CHF | 11'027 CHF | 100.00% | 100.00% |
25.04.2024 | 31.10% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 980'108 | 250'000 | 26'834 CHF | 9'339 CHF | 84.33% | 84.33% |
24.04.2024 | 29.08% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 29'465 CHF | 9'866 CHF | 100.00% | 100.00% |
23.04.2024 | 32.87% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 25'481 CHF | 8'870 CHF | 100.00% | 100.00% |