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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 51.88% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 494'547 | 14'409 CHF | 12'048 CHF | 98.56% | 98.56% |
10.05.2024 | 58.16% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 12'298 CHF | 11'149 CHF | 99.58% | 99.58% |
08.05.2024 | 64.62% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'513 CHF | 10'257 CHF | 99.21% | 99.53% |
07.05.2024 | 62.35% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 11'118 CHF | 10'559 CHF | 99.52% | 99.52% |
06.05.2024 | 66.92% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 9'994 CHF | 9'997 CHF | 99.59% | 99.59% |
03.05.2024 | 67.34% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 9'915 CHF | 9'958 CHF | 99.38% | 99.38% |
02.05.2024 | 53.33% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 13'792 CHF | 11'896 CHF | 99.56% | 99.56% |
30.04.2024 | 44.77% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 499'213 | 17'872 CHF | 13'898 CHF | 93.15% | 93.15% |
29.04.2024 | 45.49% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 17'008 CHF | 13'504 CHF | 99.57% | 99.57% |
26.04.2024 | 42.76% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 18'434 CHF | 14'217 CHF | 99.55% | 99.55% |