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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07.05.2024 | 22.17% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 992'843 | 250'000 | 40'041 CHF | 12'576 CHF | 99.24% | 99.24% |
06.05.2024 | 27.33% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 993'341 | 250'000 | 31'543 CHF | 10'436 CHF | 99.22% | 99.22% |
03.05.2024 | 28.56% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 30'021 CHF | 10'005 CHF | 99.30% | 99.30% |
02.05.2024 | 26.38% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 976'720 | 250'000 | 32'250 CHF | 10'766 CHF | 99.38% | 99.38% |
30.04.2024 | 23.19% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 38'257 CHF | 12'064 CHF | 99.43% | 99.43% |
29.04.2024 | 21.55% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 992'442 | 250'000 | 41'209 CHF | 12'878 CHF | 99.28% | 99.28% |
26.04.2024 | 20.63% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 994'370 | 250'000 | 43'355 CHF | 13'395 CHF | 97.23% | 97.23% |
25.04.2024 | 21.98% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 990'769 | 250'000 | 40'169 CHF | 12'634 CHF | 83.96% | 83.96% |
24.04.2024 | 19.69% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 994'620 | 300'545 | 45'623 CHF | 16'963 CHF | 99.39% | 99.39% |
23.04.2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 995'877 | 498'626 | 49'794 CHF | 29'918 CHF | 99.39% | 99.39% |