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 | 73.50% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 8'704 CHF | 9'352 CHF | 98.90% | 98.90% |
07.05.2024 | 54.65% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 14'507 CHF | 12'254 CHF | 98.74% | 98.74% |
06.05.2024 | 48.14% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 16'946 CHF | 13'473 CHF | 98.98% | 98.98% |
03.05.2024 | 47.96% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 15'886 CHF | 12'943 CHF | 98.48% | 98.48% |
02.05.2024 | 50.73% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 14'733 CHF | 12'366 CHF | 98.99% | 98.99% |
30.04.2024 | 46.61% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 16'485 CHF | 13'243 CHF | 98.87% | 98.87% |
29.04.2024 | 54.95% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 13'214 CHF | 11'607 CHF | 97.26% | 97.26% |
26.04.2024 | 56.42% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 12'755 CHF | 11'377 CHF | 99.04% | 99.04% |
25.04.2024 | 61.23% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 11'365 CHF | 10'683 CHF | 99.00% | 99.00% |
24.04.2024 | 54.87% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 13'271 CHF | 11'635 CHF | 99.22% | 99.22% |