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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08.05.2024 | 24.37% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 36'135 CHF | 11'534 CHF | 100.00% | 100.00% |
07.05.2024 | 26.46% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 32'986 CHF | 10'747 CHF | 99.74% | 99.74% |
06.05.2024 | 25.78% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 994'346 | 250'000 | 33'736 CHF | 10'976 CHF | 99.52% | 99.52% |
03.05.2024 | 21.61% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 265'564 | 41'596 CHF | 13'823 CHF | 99.70% | 99.70% |
02.05.2024 | 25.47% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 996'419 | 250'000 | 34'258 CHF | 11'091 CHF | 100.00% | 100.00% |
30.04.2024 | 24.52% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 35'914 CHF | 11'479 CHF | 100.00% | 100.00% |
29.04.2024 | 19.21% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 996'079 | 342'664 | 46'994 CHF | 19'889 CHF | 99.83% | 99.83% |
26.04.2024 | 18.76% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 996'877 | 415'251 | 48'263 CHF | 24'538 CHF | 100.00% | 100.00% |
25.04.2024 | 18.41% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 950'951 | 388'323 | 47'337 CHF | 23'901 CHF | 84.33% | 84.33% |
24.04.2024 | 17.61% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 960'148 | 451'301 | 49'837 CHF | 28'191 CHF | 100.00% | 100.00% |