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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10.05.2024 | 24.97% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 990'797 | 250'000 | 34'692 CHF | 11'265 CHF | 100.00% | 100.00% |
08.05.2024 | 25.00% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 35'000 CHF | 11'250 CHF | 100.00% | 100.00% |
07.05.2024 | 26.32% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 33'152 CHF | 10'788 CHF | 99.76% | 99.76% |
06.05.2024 | 25.04% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 993'782 | 250'000 | 34'733 CHF | 11'238 CHF | 99.51% | 99.51% |
03.05.2024 | 25.54% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 34'241 CHF | 11'060 CHF | 99.70% | 99.70% |
02.05.2024 | 28.23% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 991'922 | 250'000 | 30'236 CHF | 10'120 CHF | 100.00% | 100.00% |
30.04.2024 | 25.74% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 33'965 CHF | 10'991 CHF | 100.00% | 100.00% |
29.04.2024 | 25.00% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 35'000 CHF | 11'250 CHF | 99.83% | 99.83% |
26.04.2024 | 26.68% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 32'648 CHF | 10'662 CHF | 100.00% | 100.00% |
25.04.2024 | 26.40% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 991'582 | 250'000 | 32'741 CHF | 10'759 CHF | 84.34% | 84.34% |