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 | 21.25% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 42'429 CHF | 26'215 CHF | 99.32% | 99.32% |
13.05.2024 | 35.51% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 23'684 CHF | 16'842 CHF | 98.89% | 98.89% |
10.05.2024 | 30.43% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 28'417 CHF | 19'209 CHF | 99.51% | 99.51% |
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 | 91.99% | 91.99% |
07.05.2024 | 27.40% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 31'845 CHF | 20'923 CHF | 99.17% | 99.17% |
06.05.2024 | 22.38% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 40'577 CHF | 25'289 CHF | 99.23% | 99.23% |
03.05.2024 | 18.25% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 49'826 CHF | 29'913 CHF | 99.20% | 99.20% |
02.05.2024 | 29.73% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 29'600 CHF | 19'800 CHF | 89.89% | 89.89% |
30.04.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'000 CHF | 20'000 CHF | 99.31% | 99.31% |
29.04.2024 | 37.56% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 22'133 CHF | 16'067 CHF | 98.52% | 98.52% |