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 | 22.22% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 40'000 CHF | 25'000 CHF | 99.36% | 99.36% |
07.05.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'000 CHF | 20'000 CHF | 99.40% | 99.40% |
06.05.2024 | 28.52% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'084 CHF | 20'042 CHF | 99.34% | 99.34% |
03.05.2024 | 25.72% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 34'492 CHF | 22'246 CHF | 99.24% | 99.24% |
02.05.2024 | 24.85% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 35'869 CHF | 22'934 CHF | 99.37% | 99.37% |
30.04.2024 | 21.89% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 40'818 CHF | 25'409 CHF | 99.39% | 99.39% |
29.04.2024 | 21.84% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 40'951 CHF | 25'475 CHF | 99.35% | 99.35% |
26.04.2024 | 23.51% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 38'091 CHF | 24'046 CHF | 99.56% | 99.56% |
25.04.2024 | 18.46% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 49'495 CHF | 29'748 CHF | 99.47% | 99.47% |
24.04.2024 | 24.43% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 36'517 CHF | 23'258 CHF | 99.24% | 99.24% |