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 | 83.98% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 6'926 CHF | 8'463 CHF | 96.41% | 96.41% |
13.05.2024 | 73.73% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 8'590 CHF | 9'295 CHF | 99.04% | 99.04% |
10.05.2024 | 59.99% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 11'738 CHF | 10'869 CHF | 99.27% | 99.27% |
08.05.2024 | 40.08% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 19'972 CHF | 14'986 CHF | 99.37% | 99.37% |
07.05.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'000 CHF | 15'000 CHF | 99.35% | 99.35% |
06.05.2024 | 39.84% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'140 CHF | 15'070 CHF | 99.19% | 99.19% |
03.05.2024 | 37.53% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 22'161 CHF | 16'081 CHF | 99.32% | 99.32% |
02.05.2024 | 38.70% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 21'139 CHF | 15'570 CHF | 98.87% | 98.87% |
30.04.2024 | 21.35% | 0.05 CHF | 0.06 CHF | 1'000'000 | 400'000 | 1'000'000 | 476'833 | 42'167 CHF | 24'708 CHF | 99.38% | 99.38% |
29.04.2024 | 18.69% | 0.05 CHF | 0.06 CHF | 1'000'000 | 400'000 | 1'000'000 | 412'920 | 48'744 CHF | 24'150 CHF | 99.36% | 99.36% |