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 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'344 | 250'000 | 19'887 CHF | 7'500 CHF | 99.38% | 99.38% |
10.05.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 983'233 | 250'000 | 19'665 CHF | 7'500 CHF | 99.39% | 99.39% |
08.05.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'000 CHF | 7'500 CHF | 99.38% | 99.38% |
07.05.2024 | 39.94% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'378 | 250'000 | 19'909 CHF | 7'510 CHF | 99.24% | 99.24% |
06.05.2024 | 35.27% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 993'808 | 250'000 | 23'394 CHF | 8'387 CHF | 99.21% | 99.21% |
03.05.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'347 | 250'000 | 19'847 CHF | 7'500 CHF | 99.38% | 99.38% |
02.05.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 978'737 | 250'000 | 19'575 CHF | 7'500 CHF | 99.38% | 99.38% |
30.04.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'000 CHF | 7'500 CHF | 99.43% | 99.43% |
29.04.2024 | 36.93% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 263'088 | 23'026 CHF | 9'038 CHF | 99.30% | 99.30% |
26.04.2024 | 29.09% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'826 | 250'000 | 31'142 CHF | 10'344 CHF | 97.24% | 97.24% |