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 | 39.58% | 0.01 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 989'375 | 989'375 | 22'497 CHF | 32'468 CHF | 94.43% | 99.55% |
14.05.2024 | 20.64% | 0.03 CHF | 0.04 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 43'714 CHF | 53'714 CHF | 99.85% | 99.85% |
13.05.2024 | 18.93% | 0.05 CHF | 0.06 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 47'875 CHF | 57'875 CHF | 100.00% | 100.00% |
10.05.2024 | 19.93% | 0.05 CHF | 0.06 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 45'299 CHF | 55'299 CHF | 100.00% | 100.00% |
08.05.2024 | 10.82% | 0.09 CHF | 0.10 CHF | 1'000'000 | 1'000'000 | 999'836 | 999'836 | 87'870 CHF | 97'870 CHF | 99.45% | 99.45% |
07.05.2024 | 6.72% | 0.10 CHF | 0.11 CHF | 1'000'000 | 1'000'000 | 999'087 | 999'087 | 146'150 CHF | 156'150 CHF | 100.00% | 100.00% |
06.05.2024 | 4.17% | 0.21 CHF | 0.22 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 238'674 CHF | 248'674 CHF | 99.72% | 99.72% |
03.05.2024 | 2.88% | 0.35 CHF | 0.36 CHF | 1'000'000 | 1'000'000 | 987'386 | 987'386 | 356'318 CHF | 366'276 CHF | 99.29% | 99.29% |
02.05.2024 | 2.35% | 0.43 CHF | 0.44 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 420'936 CHF | 430'936 CHF | 98.79% | 98.79% |
30.04.2024 | 2.89% | 0.44 CHF | 0.45 CHF | 1'000'000 | 1'000'000 | 999'426 | 999'426 | 342'213 CHF | 352'213 CHF | 99.73% | 99.73% |