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 | 163.64% | 0.00 CHF | 0.01 CHF | 1'000'000 | 250'000 | 994'456 | 250'000 | 994 CHF | 2'500 CHF | 96.88% | 96.88% |
07.05.2024 | 159.46% | 0.00 CHF | 0.01 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 1'262 CHF | 2'609 CHF | 99.83% | 99.83% |
06.05.2024 | 120.10% | 0.00 CHF | 0.01 CHF | 1'000'000 | 250'000 | 992'625 | 250'000 | 3'700 CHF | 3'637 CHF | 99.76% | 99.76% |
03.05.2024 | 128.70% | 0.00 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 3'193 CHF | 3'329 CHF | 99.99% | 99.99% |
02.05.2024 | 163.64% | 0.00 CHF | 0.01 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 1'000 CHF | 2'500 CHF | 100.00% | 100.00% |
30.04.2024 | 144.34% | 0.00 CHF | 0.01 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 2'210 CHF | 3'004 CHF | 100.00% | 100.00% |
29.04.2024 | 111.09% | 0.00 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 4'300 CHF | 3'640 CHF | 99.89% | 99.89% |
26.04.2024 | 104.04% | 0.00 CHF | 0.01 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 4'746 CHF | 3'694 CHF | 100.00% | 100.00% |
25.04.2024 | 103.11% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'051 | 250'000 | 4'768 CHF | 3'744 CHF | 84.43% | 84.43% |
24.04.2024 | 114.71% | 0.00 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 4'068 CHF | 3'749 CHF | 100.00% | 100.00% |