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 | 47.50% | 0.02 CHF | 0.03 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 24'143 CHF | 7'828 CHF | 99.27% | 99.27% |
13.05.2024 | 45.46% | 0.02 CHF | 0.03 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 26'229 CHF | 8'246 CHF | 98.75% | 98.75% |
10.05.2024 | 63.10% | 0.01 CHF | 0.02 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 16'387 CHF | 6'277 CHF | 99.27% | 99.27% |
08.05.2024 | 67.24% | 0.01 CHF | 0.02 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 14'819 CHF | 5'964 CHF | 99.27% | 99.27% |
07.05.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 15'000 CHF | 6'000 CHF | 98.03% | 98.03% |
06.05.2024 | 61.50% | 0.01 CHF | 0.02 CHF | 1'500'000 | 300'000 | 1'500'000 | 299'972 | 17'909 CHF | 6'581 CHF | 99.27% | 99.27% |
03.05.2024 | 65.22% | 0.01 CHF | 0.02 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 15'814 CHF | 6'163 CHF | 99.11% | 99.11% |
02.05.2024 | 40.87% | 0.02 CHF | 0.03 CHF | 1'500'000 | 300'000 | 1'500'000 | 299'965 | 29'509 CHF | 8'901 CHF | 99.24% | 99.24% |
30.04.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 30'000 CHF | 9'000 CHF | 98.01% | 98.01% |
29.04.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 30'000 CHF | 9'000 CHF | 99.06% | 99.06% |