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 | 14.98% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 61'993 CHF | 35'997 CHF | 99.08% | 99.08% |
10.05.2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 50'000 CHF | 30'000 CHF | 99.59% | 99.59% |
08.05.2024 | 23.07% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 499'996 | 38'660 CHF | 24'330 CHF | 98.24% | 98.24% |
07.05.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 40'000 CHF | 25'000 CHF | 98.44% | 98.44% |
06.05.2024 | 17.30% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 53'140 CHF | 31'570 CHF | 99.74% | 99.74% |
03.05.2024 | 17.63% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 499'980 | 51'955 CHF | 30'976 CHF | 95.76% | 95.76% |
02.05.2024 | 26.41% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 33'410 CHF | 21'705 CHF | 96.86% | 96.86% |
30.04.2024 | 30.25% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 28'531 CHF | 19'266 CHF | 99.48% | 99.48% |
29.04.2024 | 32.40% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 26'652 CHF | 18'326 CHF | 99.63% | 99.63% |
26.04.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'000 CHF | 20'000 CHF | 97.80% | 97.80% |