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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07.05.2024 | 37.65% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 22'248 CHF | 16'124 CHF | 98.75% | 98.75% |
06.05.2024 | 35.63% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 23'826 CHF | 16'913 CHF | 98.96% | 98.96% |
03.05.2024 | 30.77% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 28'078 CHF | 19'039 CHF | 98.61% | 98.61% |
02.05.2024 | 39.48% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'453 CHF | 15'226 CHF | 99.14% | 99.14% |
30.04.2024 | 31.14% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 27'159 CHF | 18'580 CHF | 98.90% | 98.90% |
29.04.2024 | 39.18% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'555 CHF | 15'277 CHF | 97.25% | 97.25% |
26.04.2024 | 40.31% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 19'905 CHF | 14'953 CHF | 99.08% | 99.08% |
25.04.2024 | 45.29% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 17'174 CHF | 13'587 CHF | 98.98% | 98.98% |
24.04.2024 | 42.61% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 18'513 CHF | 14'257 CHF | 99.18% | 99.18% |
23.04.2024 | 39.86% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'186 CHF | 15'093 CHF | 99.14% | 99.14% |