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 | 52.59% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 14'168 CHF | 12'084 CHF | 95.72% | 95.72% |
10.05.2024 | 69.97% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 9'395 CHF | 9'698 CHF | 96.58% | 96.58% |
08.05.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'000 CHF | 10'000 CHF | 94.43% | 96.61% |
07.05.2024 | 58.88% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 12'003 CHF | 11'001 CHF | 99.22% | 99.22% |
06.05.2024 | 66.68% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'003 CHF | 10'002 CHF | 96.92% | 96.92% |
03.05.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'000 CHF | 10'000 CHF | 96.24% | 98.29% |
02.05.2024 | 50.79% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 15'953 CHF | 12'977 CHF | 96.60% | 96.60% |
30.04.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'000 CHF | 10'000 CHF | 97.95% | 97.95% |
29.04.2024 | 48.83% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 15'893 CHF | 12'947 CHF | 98.18% | 98.18% |
26.04.2024 | 43.17% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 18'268 CHF | 14'134 CHF | 99.28% | 99.28% |