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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08.05.2024 | 39.68% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'284 CHF | 15'142 CHF | 99.37% | 99.37% |
07.05.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'000 CHF | 10'000 CHF | 88.30% | 99.40% |
06.05.2024 | 55.50% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 14'187 CHF | 12'093 CHF | 99.38% | 99.38% |
03.05.2024 | 41.71% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 19'360 CHF | 14'680 CHF | 99.27% | 99.27% |
02.05.2024 | 39.90% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'084 CHF | 15'042 CHF | 99.33% | 99.33% |
30.04.2024 | 29.85% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 28'877 CHF | 19'439 CHF | 99.39% | 99.39% |
29.04.2024 | 29.56% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 29'195 CHF | 19'597 CHF | 99.37% | 99.37% |
26.04.2024 | 34.06% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 25'208 CHF | 17'604 CHF | 99.55% | 99.55% |
25.04.2024 | 21.37% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 42'525 CHF | 26'263 CHF | 99.59% | 99.59% |
24.04.2024 | 31.90% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 27'092 CHF | 18'546 CHF | 99.60% | 99.60% |