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 | 66.46% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'343 | 250'000 | 10'005 CHF | 5'015 CHF | 99.38% | 99.38% |
10.05.2024 | 52.75% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 983'224 | 250'000 | 13'923 CHF | 6'044 CHF | 99.39% | 99.39% |
08.05.2024 | 62.86% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 11'142 CHF | 5'285 CHF | 99.38% | 99.38% |
07.05.2024 | 50.81% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'345 | 250'000 | 14'657 CHF | 6'189 CHF | 99.23% | 99.23% |
06.05.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'842 | 250'000 | 14'908 CHF | 6'250 CHF | 99.22% | 99.22% |
03.05.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'263 | 250'000 | 14'884 CHF | 6'250 CHF | 99.40% | 99.40% |
02.05.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 978'710 | 250'000 | 14'681 CHF | 6'250 CHF | 99.39% | 99.39% |
30.04.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'000 CHF | 6'250 CHF | 99.43% | 99.43% |
29.04.2024 | 49.78% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'757 | 250'000 | 14'999 CHF | 6'277 CHF | 99.30% | 99.30% |
26.04.2024 | 42.87% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 987'440 | 250'000 | 18'398 CHF | 7'158 CHF | 97.25% | 97.25% |