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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10.05.2024 | 20.45% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 44'378 CHF | 27'189 CHF | 99.16% | 99.16% |
08.05.2024 | 38.75% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'908 CHF | 15'454 CHF | 98.89% | 98.89% |
07.05.2024 | 27.35% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 31'927 CHF | 20'963 CHF | 98.77% | 98.77% |
06.05.2024 | 28.49% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'135 CHF | 20'067 CHF | 99.00% | 99.00% |
03.05.2024 | 28.36% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'341 CHF | 20'170 CHF | 98.92% | 98.92% |
02.05.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'000 CHF | 20'000 CHF | 99.13% | 99.13% |
30.04.2024 | 28.17% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'632 CHF | 20'316 CHF | 98.90% | 98.90% |
29.04.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'000 CHF | 20'000 CHF | 97.18% | 97.18% |
26.04.2024 | 31.73% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 27'234 CHF | 18'617 CHF | 99.03% | 99.03% |
25.04.2024 | 37.91% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 21'829 CHF | 15'915 CHF | 98.94% | 98.94% |