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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 20.64% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 43'554 CHF | 13'389 CHF | 99.18% | 99.18% |
13.05.2024 | 21.98% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 994'340 | 250'000 | 40'314 CHF | 12'635 CHF | 99.38% | 99.38% |
10.05.2024 | 21.26% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 983'221 | 250'000 | 41'420 CHF | 13'044 CHF | 99.39% | 99.39% |
08.05.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 40'000 CHF | 12'500 CHF | 99.39% | 99.39% |
07.05.2024 | 21.29% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 993'396 | 250'000 | 41'834 CHF | 13'025 CHF | 99.22% | 99.22% |
06.05.2024 | 20.00% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 993'818 | 250'000 | 44'722 CHF | 13'750 CHF | 99.21% | 99.21% |
03.05.2024 | 21.68% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 992'296 | 250'000 | 40'917 CHF | 12'806 CHF | 99.39% | 99.39% |
02.05.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 978'700 | 250'000 | 39'148 CHF | 12'500 CHF | 99.39% | 99.39% |
30.04.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 40'000 CHF | 12'500 CHF | 99.43% | 99.43% |
29.04.2024 | 21.73% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 975'765 | 255'236 | 40'252 CHF | 13'395 CHF | 99.30% | 99.30% |