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 | 47.97% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 998'269 | 250'000 | 16'025 CHF | 6'513 CHF | 98.89% | 98.89% |
13.05.2024 | 39.94% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'861 | 250'000 | 19'957 CHF | 7'525 CHF | 99.17% | 99.17% |
10.05.2024 | 30.52% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 992'742 | 250'000 | 27'799 CHF | 9'503 CHF | 96.50% | 96.50% |
08.05.2024 | 26.20% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 997'983 | 250'000 | 33'407 CHF | 10'867 CHF | 99.18% | 99.18% |
07.05.2024 | 24.04% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 992'319 | 250'000 | 36'459 CHF | 11'682 CHF | 98.97% | 98.97% |
06.05.2024 | 27.69% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 992'596 | 250'000 | 31'095 CHF | 10'329 CHF | 98.97% | 98.97% |
03.05.2024 | 27.03% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 998'743 | 250'000 | 32'314 CHF | 10'589 CHF | 98.56% | 98.56% |
02.05.2024 | 24.36% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 989'227 | 251'197 | 36'171 CHF | 11'702 CHF | 98.82% | 98.82% |
30.04.2024 | 5.97% | 0.16 CHF | 0.17 CHF | 300'000 | 300'000 | 322'782 | 322'782 | 52'512 CHF | 55'740 CHF | 99.16% | 99.16% |
29.04.2024 | 7.52% | 0.16 CHF | 0.17 CHF | 350'000 | 350'000 | 403'190 | 403'190 | 51'682 CHF | 55'714 CHF | 92.16% | 92.16% |