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 | 23.38% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 38'182 CHF | 24'091 CHF | 99.58% | 99.58% |
13.05.2024 | 19.10% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 47'734 CHF | 28'867 CHF | 99.13% | 99.13% |
10.05.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'000 CHF | 20'000 CHF | 99.56% | 99.56% |
08.05.2024 | 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% |
07.05.2024 | 25.58% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 34'716 CHF | 22'358 CHF | 99.60% | 99.60% |
06.05.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 40'000 CHF | 25'000 CHF | 99.60% | 99.60% |
03.05.2024 | 19.02% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 48'105 CHF | 29'053 CHF | 99.71% | 99.71% |
02.05.2024 | 15.74% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 58'732 CHF | 34'366 CHF | 99.60% | 99.60% |
30.04.2024 | 17.55% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 497'732 | 53'763 CHF | 31'708 CHF | 96.06% | 96.06% |
29.04.2024 | 15.36% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 60'141 CHF | 35'071 CHF | 99.58% | 99.58% |