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 | 29.30% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 29'363 CHF | 19'682 CHF | 94.83% | 94.83% |
10.05.2024 | 25.30% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 35'261 CHF | 22'631 CHF | 98.68% | 98.68% |
08.05.2024 | 20.13% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 45'244 CHF | 27'622 CHF | 98.75% | 98.75% |
07.05.2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 50'000 CHF | 30'000 CHF | 98.75% | 98.75% |
06.05.2024 | 20.01% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 45'487 CHF | 27'744 CHF | 98.79% | 98.79% |
03.05.2024 | 22.15% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 40'200 CHF | 25'100 CHF | 98.37% | 98.37% |
02.05.2024 | 22.16% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 40'155 CHF | 25'077 CHF | 98.89% | 98.89% |
30.04.2024 | 16.42% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 56'295 CHF | 33'148 CHF | 98.80% | 98.80% |
29.04.2024 | 17.87% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 51'103 CHF | 30'551 CHF | 98.81% | 98.81% |
26.04.2024 | 19.90% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 45'759 CHF | 27'880 CHF | 98.91% | 98.91% |