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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'286 | 250'000 | 4'971 CHF | 3'750 CHF | 99.39% | 99.39% |
10.05.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 983'218 | 250'000 | 4'916 CHF | 3'750 CHF | 99.39% | 99.39% |
08.05.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'000 CHF | 3'750 CHF | 99.38% | 99.38% |
07.05.2024 | 92.24% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'380 | 250'000 | 6'131 CHF | 4'041 CHF | 99.24% | 99.24% |
06.05.2024 | 69.03% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'870 | 250'000 | 9'584 CHF | 4'911 CHF | 99.21% | 99.21% |
03.05.2024 | 97.57% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 992'325 | 250'000 | 5'326 CHF | 3'841 CHF | 99.39% | 99.39% |
02.05.2024 | 92.33% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 978'724 | 250'000 | 6'044 CHF | 4'038 CHF | 99.38% | 99.38% |
30.04.2024 | 94.62% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'806 CHF | 3'952 CHF | 99.43% | 99.43% |
29.04.2024 | 96.06% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 992'780 | 250'000 | 5'555 CHF | 3'898 CHF | 99.29% | 99.29% |
26.04.2024 | 55.25% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 987'481 | 250'000 | 13'255 CHF | 5'856 CHF | 97.24% | 97.24% |