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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 35.35% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 27'622 CHF | 18'811 CHF | 93.88% | 93.88% |
13.05.2024 | 26.84% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 32'337 CHF | 21'168 CHF | 99.08% | 99.08% |
10.05.2024 | 35.31% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 23'334 CHF | 16'667 CHF | 99.57% | 99.57% |
08.05.2024 | 43.54% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 18'081 CHF | 14'041 CHF | 98.19% | 98.19% |
07.05.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'000 CHF | 15'000 CHF | 98.42% | 98.42% |
06.05.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'000 CHF | 20'000 CHF | 99.58% | 99.58% |
03.05.2024 | 28.92% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 29'691 CHF | 19'846 CHF | 95.43% | 95.43% |
02.05.2024 | 45.98% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 16'823 CHF | 13'411 CHF | 96.84% | 96.84% |
30.04.2024 | 60.45% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 11'571 CHF | 10'786 CHF | 99.60% | 99.60% |
29.04.2024 | 63.62% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'736 CHF | 10'368 CHF | 99.43% | 99.43% |