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 | 29.19% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 29'314 CHF | 19'657 CHF | 98.39% | 98.39% |
13.05.2024 | 35.02% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 23'588 CHF | 16'794 CHF | 94.26% | 94.26% |
10.05.2024 | 31.30% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 27'014 CHF | 18'507 CHF | 98.90% | 98.90% |
08.05.2024 | 65.97% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'261 CHF | 10'131 CHF | 99.07% | 99.07% |
07.05.2024 | 60.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 11'699 CHF | 10'850 CHF | 98.82% | 98.82% |
06.05.2024 | 69.50% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 9'419 CHF | 9'710 CHF | 99.06% | 99.06% |
03.05.2024 | 64.51% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'551 CHF | 10'275 CHF | 99.09% | 99.09% |
02.05.2024 | 63.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'905 CHF | 10'452 CHF | 98.87% | 98.87% |
30.04.2024 | 71.76% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 9'043 CHF | 9'522 CHF | 99.16% | 99.16% |
29.04.2024 | 75.03% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 8'537 CHF | 9'269 CHF | 99.14% | 99.14% |