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 | 35.75% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 23'179 CHF | 16'590 CHF | 98.01% | 98.01% |
06.05.2024 | 37.91% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 21'507 CHF | 15'753 CHF | 95.28% | 95.28% |
03.05.2024 | 33.34% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 25'828 CHF | 17'914 CHF | 98.29% | 98.29% |
02.05.2024 | 28.60% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'037 CHF | 20'019 CHF | 99.59% | 99.59% |
30.04.2024 | 28.61% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 29'968 CHF | 19'984 CHF | 98.62% | 98.62% |
29.04.2024 | 25.50% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 35'421 CHF | 22'711 CHF | 98.09% | 98.09% |
26.04.2024 | 37.76% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 21'655 CHF | 15'827 CHF | 98.00% | 98.00% |
25.04.2024 | 30.80% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 28'158 CHF | 19'079 CHF | 91.95% | 91.95% |
24.04.2024 | 26.40% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 37'257 CHF | 23'629 CHF | 99.60% | 99.60% |
23.04.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'000 CHF | 20'000 CHF | 99.59% | 99.59% |