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 | 9.28% | 0.10 CHF | 0.11 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 102'890 CHF | 45'156 CHF | 99.16% | 99.16% |
13.05.2024 | 10.31% | 0.10 CHF | 0.11 CHF | 1'000'000 | 400'000 | 1'000'000 | 422'391 | 93'616 CHF | 43'375 CHF | 98.59% | 98.59% |
10.05.2024 | 16.76% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 999'977 | 500'000 | 56'310 CHF | 33'156 CHF | 99.17% | 99.17% |
08.05.2024 | 27.93% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 31'118 CHF | 20'559 CHF | 99.17% | 99.17% |
07.05.2024 | 36.39% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 23'155 CHF | 16'577 CHF | 97.94% | 97.94% |
06.05.2024 | 28.55% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'028 CHF | 20'014 CHF | 99.17% | 99.17% |
03.05.2024 | 28.40% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'271 CHF | 20'136 CHF | 99.16% | 99.16% |
02.05.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'000 CHF | 20'000 CHF | 99.15% | 99.15% |
30.04.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 40'000 CHF | 25'000 CHF | 99.17% | 99.17% |
29.04.2024 | 22.41% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 39'698 CHF | 24'849 CHF | 99.17% | 99.17% |