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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 39.59% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'362 CHF | 15'181 CHF | 99.55% | 99.55% |
14.05.2024 | 39.92% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'068 CHF | 15'034 CHF | 99.57% | 99.57% |
13.05.2024 | 28.50% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'117 CHF | 20'058 CHF | 99.07% | 99.07% |
10.05.2024 | 40.44% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 19'821 CHF | 14'911 CHF | 99.55% | 99.55% |
08.05.2024 | 40.33% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 19'804 CHF | 14'902 CHF | 99.13% | 99.13% |
07.05.2024 | 39.81% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'168 CHF | 15'084 CHF | 99.58% | 99.58% |
06.05.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'000 CHF | 20'000 CHF | 99.60% | 99.60% |
03.05.2024 | 28.22% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'773 CHF | 20'387 CHF | 99.70% | 99.70% |
02.05.2024 | 22.27% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 39'924 CHF | 24'962 CHF | 99.57% | 99.57% |
30.04.2024 | 26.00% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 34'714 CHF | 22'357 CHF | 96.07% | 96.07% |