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 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 983'231 | 250'000 | 9'832 CHF | 5'000 CHF | 99.39% | 99.39% |
08.05.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'000 CHF | 5'000 CHF | 99.39% | 99.39% |
07.05.2024 | 65.68% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'430 | 250'000 | 10'230 CHF | 5'074 CHF | 99.23% | 99.23% |
06.05.2024 | 51.61% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'821 | 250'000 | 14'425 CHF | 6'129 CHF | 99.21% | 99.21% |
03.05.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 992'348 | 250'000 | 9'923 CHF | 5'000 CHF | 99.38% | 99.38% |
02.05.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 978'686 | 250'000 | 9'787 CHF | 5'000 CHF | 99.39% | 99.39% |
30.04.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'000 CHF | 5'000 CHF | 99.43% | 99.43% |
29.04.2024 | 58.29% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 992'730 | 250'000 | 13'328 CHF | 5'859 CHF | 99.30% | 99.30% |
26.04.2024 | 44.11% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 987'440 | 250'000 | 19'696 CHF | 7'507 CHF | 97.25% | 97.25% |
25.04.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 991'814 | 250'000 | 9'918 CHF | 5'000 CHF | 83.97% | 83.97% |