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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 50.57% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 14'862 CHF | 12'431 CHF | 99.57% | 99.57% |
14.05.2024 | 49.51% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 15'324 CHF | 12'662 CHF | 99.59% | 99.59% |
13.05.2024 | 71.02% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 9'122 CHF | 9'561 CHF | 99.11% | 99.11% |
10.05.2024 | 38.86% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 21'001 CHF | 15'501 CHF | 99.59% | 99.59% |
08.05.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'003 CHF | 20'002 CHF | 99.13% | 99.13% |
07.05.2024 | 33.22% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 25'932 CHF | 17'966 CHF | 99.58% | 99.58% |
06.05.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'000 CHF | 15'000 CHF | 99.54% | 99.54% |
03.05.2024 | 40.15% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'244 CHF | 15'122 CHF | 99.38% | 99.38% |
02.05.2024 | 42.67% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 18'481 CHF | 14'240 CHF | 99.71% | 99.71% |
30.04.2024 | 28.30% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 495'016 | 31'960 CHF | 20'635 CHF | 96.08% | 96.08% |