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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08.05.2024 | 20.11% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 998'334 | 259'852 | 44'684 CHF | 14'249 CHF | 100.00% | 100.00% |
07.05.2024 | 15.93% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 878'247 | 439'430 | 50'771 CHF | 29'870 CHF | 99.59% | 99.59% |
06.05.2024 | 28.68% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 29'881 CHF | 9'970 CHF | 99.76% | 99.76% |
03.05.2024 | 30.23% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 28'258 CHF | 9'564 CHF | 100.00% | 100.00% |
02.05.2024 | 31.23% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 985'433 | 250'000 | 26'773 CHF | 9'302 CHF | 100.00% | 100.00% |
30.04.2024 | 28.92% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 29'637 CHF | 9'909 CHF | 100.00% | 100.00% |
29.04.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 30'000 CHF | 10'000 CHF | 94.60% | 94.60% |
26.04.2024 | 30.32% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 28'168 CHF | 9'542 CHF | 100.00% | 100.00% |
25.04.2024 | 28.69% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 29'950 CHF | 9'988 CHF | 84.42% | 84.42% |
24.04.2024 | 25.02% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 249'975 | 35'151 CHF | 11'287 CHF | 100.00% | 100.00% |