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 | 104.19% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'799 CHF | 7'399 CHF | 95.20% | 95.20% |
06.05.2024 | 70.79% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 9'235 CHF | 9'618 CHF | 92.78% | 92.78% |
03.05.2024 | 59.52% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 12'012 CHF | 11'006 CHF | 94.88% | 94.88% |
02.05.2024 | 48.59% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 15'786 CHF | 12'893 CHF | 95.44% | 95.44% |
30.04.2024 | 62.71% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 11'485 CHF | 10'743 CHF | 94.74% | 94.74% |
29.04.2024 | 30.98% | 0.02 CHF | 0.03 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 27'892 CHF | 15'157 CHF | 91.60% | 91.60% |
26.04.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 400'000 | 1'000'000 | 428'833 | 30'000 CHF | 17'153 CHF | 94.36% | 94.36% |
25.04.2024 | 27.38% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 438'023 | 31'926 CHF | 18'286 CHF | 95.18% | 95.18% |
24.04.2024 | 24.15% | 0.03 CHF | 0.04 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 36'960 CHF | 18'784 CHF | 96.86% | 96.86% |
23.04.2024 | 28.52% | 0.03 CHF | 0.04 CHF | 1'000'000 | 400'000 | 1'000'000 | 434'659 | 30'076 CHF | 17'417 CHF | 89.28% | 89.28% |