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 | 44.73% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 17'369 CHF | 13'684 CHF | 92.03% | 92.03% |
10.05.2024 | 47.04% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 16'297 CHF | 13'149 CHF | 96.32% | 96.32% |
08.05.2024 | 40.03% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'312 CHF | 15'156 CHF | 98.96% | 98.96% |
07.05.2024 | 77.88% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 7'873 CHF | 8'937 CHF | 99.59% | 99.59% |
06.05.2024 | 77.64% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 7'929 CHF | 8'965 CHF | 97.29% | 97.29% |
03.05.2024 | 77.37% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 7'943 CHF | 8'971 CHF | 98.86% | 98.86% |
02.05.2024 | 81.32% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 7'336 CHF | 8'668 CHF | 99.44% | 99.44% |
30.04.2024 | 64.77% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'482 CHF | 10'241 CHF | 99.42% | 99.42% |
29.04.2024 | 71.09% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 9'076 CHF | 9'538 CHF | 98.10% | 98.10% |
26.04.2024 | 75.35% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 8'316 CHF | 9'158 CHF | 99.05% | 99.05% |