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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07.05.2024 | 18.38% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 49'508 CHF | 29'754 CHF | 99.56% | 99.56% |
06.05.2024 | 15.42% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 59'869 CHF | 34'934 CHF | 98.82% | 98.82% |
03.05.2024 | 15.40% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 59'961 CHF | 34'981 CHF | 98.09% | 98.09% |
02.05.2024 | 21.54% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 41'692 CHF | 25'846 CHF | 99.53% | 99.53% |
30.04.2024 | 22.30% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 39'871 CHF | 24'936 CHF | 99.49% | 99.49% |
29.04.2024 | 23.60% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 37'829 CHF | 23'915 CHF | 99.43% | 99.43% |
26.04.2024 | 29.03% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 29'598 CHF | 19'799 CHF | 98.84% | 98.84% |
25.04.2024 | 37.14% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 21'967 CHF | 15'984 CHF | 99.40% | 99.40% |
24.04.2024 | 36.18% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 22'673 CHF | 16'336 CHF | 99.44% | 99.44% |
23.04.2024 | 40.39% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 19'776 CHF | 14'888 CHF | 99.11% | 99.11% |