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 | 50.88% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 952'266 | 245'583 | 14'046 CHF | 6'078 CHF | 79.15% | 79.15% |
06.05.2024 | 45.28% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 936'597 | 246'353 | 16'173 CHF | 6'731 CHF | 60.79% | 60.79% |
03.05.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 976'578 | 250'000 | 14'649 CHF | 6'250 CHF | 87.22% | 87.22% |
02.05.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 996'162 | 249'074 | 14'942 CHF | 6'227 CHF | 99.63% | 99.63% |
30.04.2024 | 38.53% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 973'554 | 250'000 | 20'558 CHF | 7'776 CHF | 79.53% | 79.53% |
29.04.2024 | 37.22% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 989'100 | 250'000 | 21'871 CHF | 8'022 CHF | 93.10% | 93.10% |
26.04.2024 | 39.52% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 991'569 | 250'000 | 20'171 CHF | 7'591 CHF | 97.50% | 97.50% |
25.04.2024 | 38.26% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 982'209 | 250'000 | 20'947 CHF | 7'831 CHF | 77.31% | 77.31% |
24.04.2024 | 29.76% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 980'193 | 250'000 | 28'156 CHF | 9'687 CHF | 96.75% | 96.75% |
23.04.2024 | 35.80% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 995'028 | 250'000 | 23'023 CHF | 8'287 CHF | 93.13% | 93.13% |