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 | 33.99% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 24'715 CHF | 8'679 CHF | 99.77% | 99.77% |
06.05.2024 | 40.74% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 19'648 CHF | 7'412 CHF | 99.78% | 99.78% |
03.05.2024 | 55.16% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 13'711 CHF | 5'928 CHF | 100.00% | 100.00% |
02.05.2024 | 39.44% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 989'459 | 250'000 | 21'332 CHF | 7'912 CHF | 99.99% | 99.99% |
30.04.2024 | 32.71% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 25'654 CHF | 8'914 CHF | 100.00% | 100.00% |
29.04.2024 | 22.88% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 999'472 | 250'000 | 38'842 CHF | 12'216 CHF | 96.99% | 96.99% |
26.04.2024 | 26.44% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 32'985 CHF | 10'746 CHF | 100.00% | 100.00% |
25.04.2024 | 23.90% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 253'116 | 37'162 CHF | 11'947 CHF | 84.45% | 84.45% |
24.04.2024 | 17.79% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 935'371 | 397'699 | 48'174 CHF | 25'064 CHF | 100.00% | 100.00% |
23.04.2024 | 8.65% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 467'957 | 458'531 | 51'759 CHF | 55'455 CHF | 100.00% | 100.00% |