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 | 20.85% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 994'344 | 250'000 | 42'843 CHF | 13'274 CHF | 99.38% | 99.38% |
10.05.2024 | 20.32% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 983'241 | 250'000 | 43'522 CHF | 13'569 CHF | 99.39% | 99.39% |
08.05.2024 | 22.44% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 39'616 CHF | 12'404 CHF | 99.38% | 99.38% |
07.05.2024 | 20.66% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 993'383 | 280'153 | 43'353 CHF | 15'182 CHF | 99.24% | 99.24% |
06.05.2024 | 18.61% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 993'881 | 436'531 | 48'507 CHF | 25'886 CHF | 99.21% | 99.21% |
03.05.2024 | 20.42% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 992'382 | 250'000 | 43'756 CHF | 13'516 CHF | 99.38% | 99.38% |
02.05.2024 | 21.74% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 978'695 | 250'000 | 40'233 CHF | 12'771 CHF | 99.39% | 99.39% |
30.04.2024 | 21.88% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 40'778 CHF | 12'695 CHF | 99.43% | 99.43% |
29.04.2024 | 22.50% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 992'757 | 250'000 | 39'217 CHF | 12'377 CHF | 99.30% | 99.30% |
26.04.2024 | 19.35% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 978'635 | 354'045 | 45'983 CHF | 20'597 CHF | 97.24% | 97.24% |