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 | 30.44% | 0.03 CHF | 0.04 CHF | 1'000'000 | 1'000'000 | 471'241 | 471'241 | 13'611 CHF | 18'349 CHF | 100.00% | 100.00% |
13.05.2024 | 27.66% | 0.03 CHF | 0.04 CHF | 1'000'000 | 1'000'000 | 462'966 | 462'966 | 14'806 CHF | 19'456 CHF | 100.00% | 100.00% |
10.05.2024 | 26.23% | 0.03 CHF | 0.04 CHF | 1'000'000 | 1'000'000 | 461'931 | 461'931 | 15'678 CHF | 20'317 CHF | 100.00% | 100.00% |
08.05.2024 | 24.20% | 0.04 CHF | 0.05 CHF | 1'000'000 | 1'000'000 | 459'407 | 459'407 | 17'135 CHF | 21'749 CHF | 99.06% | 99.06% |
07.05.2024 | 22.48% | 0.04 CHF | 0.05 CHF | 1'000'000 | 1'000'000 | 460'547 | 460'547 | 18'698 CHF | 23'326 CHF | 98.26% | 98.26% |
06.05.2024 | 23.45% | 0.04 CHF | 0.05 CHF | 1'000'000 | 1'000'000 | 455'560 | 455'560 | 17'889 CHF | 22'465 CHF | 100.00% | 100.00% |
03.05.2024 | 28.89% | 0.03 CHF | 0.04 CHF | 1'000'000 | 1'000'000 | 473'939 | 473'939 | 14'618 CHF | 19'377 CHF | 99.94% | 99.94% |
02.05.2024 | 29.09% | 0.03 CHF | 0.04 CHF | 1'000'000 | 1'000'000 | 466'078 | 466'078 | 13'784 CHF | 18'466 CHF | 100.00% | 100.00% |
30.04.2024 | 15.51% | 0.06 CHF | 0.07 CHF | 1'000'000 | 1'000'000 | 448'477 | 448'477 | 27'539 CHF | 32'043 CHF | 100.00% | 100.00% |
29.04.2024 | 16.84% | 0.06 CHF | 0.07 CHF | 1'000'000 | 1'000'000 | 448'311 | 448'311 | 25'222 CHF | 29'726 CHF | 100.00% | 100.00% |