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 | 27.80% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 31'212 CHF | 20'606 CHF | 96.68% | 96.68% |
13.05.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'000 CHF | 20'000 CHF | 99.01% | 99.01% |
10.05.2024 | 28.66% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 29'919 CHF | 19'959 CHF | 99.40% | 99.40% |
08.05.2024 | 28.71% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 29'876 CHF | 19'938 CHF | 99.36% | 99.36% |
07.05.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'000 CHF | 20'000 CHF | 99.37% | 99.37% |
06.05.2024 | 23.98% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 37'236 CHF | 23'618 CHF | 99.18% | 99.18% |
03.05.2024 | 23.55% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 37'909 CHF | 23'954 CHF | 99.24% | 99.24% |
02.05.2024 | 18.96% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 48'065 CHF | 29'032 CHF | 98.83% | 98.83% |
30.04.2024 | 38.09% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 21'674 CHF | 15'837 CHF | 99.33% | 99.33% |
29.04.2024 | 37.94% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 21'806 CHF | 15'903 CHF | 99.34% | 99.34% |