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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 15.38% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 60'000 CHF | 35'000 CHF | 91.93% | 91.93% |
10.05.2024 | 17.07% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 53'960 CHF | 31'980 CHF | 96.30% | 96.30% |
08.05.2024 | 16.05% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 57'634 CHF | 33'817 CHF | 98.93% | 98.93% |
07.05.2024 | 28.91% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 29'705 CHF | 19'852 CHF | 99.59% | 99.59% |
06.05.2024 | 30.52% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 28'292 CHF | 19'146 CHF | 97.29% | 97.29% |
03.05.2024 | 29.73% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 28'985 CHF | 19'492 CHF | 99.61% | 99.61% |
02.05.2024 | 35.84% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 23'639 CHF | 16'819 CHF | 99.49% | 99.49% |
30.04.2024 | 28.41% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'247 CHF | 20'123 CHF | 99.28% | 99.28% |
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 | 98.32% | 98.32% |
26.04.2024 | 30.99% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 27'887 CHF | 18'944 CHF | 99.08% | 99.08% |