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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'589 | 250'000 | 4'973 CHF | 3'750 CHF | 99.20% | 99.20% |
13.05.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'000 CHF | 3'750 CHF | 100.00% | 100.00% |
10.05.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 997'619 | 250'000 | 4'988 CHF | 3'750 CHF | 100.00% | 100.00% |
08.05.2024 | 102.12% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 4'866 CHF | 3'750 CHF | 100.00% | 100.00% |
07.05.2024 | 100.73% | 0.00 CHF | 0.02 CHF | 1'000'000 | 250'000 | 992'278 | 250'000 | 4'915 CHF | 3'750 CHF | 99.75% | 99.75% |
06.05.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 991'470 | 250'000 | 4'957 CHF | 3'750 CHF | 98.03% | 98.03% |
03.05.2024 | 80.05% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 934'171 | 250'000 | 7'395 CHF | 4'498 CHF | 40.22% | 40.22% |
02.05.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 250'000 | 250'000 | 920'011 | 250'000 | 9'200 CHF | 5'000 CHF | 63.34% | 63.34% |
30.04.2024 | 66.65% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 992'450 | 250'000 | 9'926 CHF | 5'001 CHF | 97.43% | 97.43% |
29.04.2024 | 46.95% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 966'698 | 250'000 | 16'004 CHF | 6'631 CHF | 89.85% | 89.85% |