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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10.05.2024 | 31.10% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 27'786 CHF | 18'893 CHF | 99.48% | 99.48% |
08.05.2024 | 30.82% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 28'032 CHF | 19'016 CHF | 99.55% | 99.55% |
07.05.2024 | 29.30% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 29'366 CHF | 19'683 CHF | 99.56% | 99.56% |
06.05.2024 | 31.36% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 28'139 CHF | 19'070 CHF | 95.15% | 95.15% |
03.05.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'000 CHF | 20'000 CHF | 99.49% | 99.49% |
02.05.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'000 CHF | 20'000 CHF | 99.43% | 99.43% |
30.04.2024 | 37.35% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 21'838 CHF | 15'919 CHF | 99.33% | 99.33% |
29.04.2024 | 36.55% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 22'382 CHF | 16'191 CHF | 99.33% | 99.33% |
26.04.2024 | 40.48% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 19'748 CHF | 14'874 CHF | 99.39% | 99.39% |
25.04.2024 | 39.13% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'763 CHF | 15'381 CHF | 99.36% | 99.36% |