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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08.05.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 40'000 CHF | 25'000 CHF | 99.49% | 99.49% |
07.05.2024 | 20.38% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 44'552 CHF | 27'276 CHF | 99.56% | 99.56% |
06.05.2024 | 18.17% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 50'038 CHF | 30'019 CHF | 98.85% | 98.85% |
03.05.2024 | 18.07% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 50'397 CHF | 30'199 CHF | 98.14% | 98.14% |
02.05.2024 | 22.00% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 40'561 CHF | 25'281 CHF | 99.50% | 99.50% |
30.04.2024 | 23.36% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 38'208 CHF | 24'104 CHF | 99.46% | 99.46% |
29.04.2024 | 27.54% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 31'618 CHF | 20'809 CHF | 99.44% | 99.44% |
26.04.2024 | 29.00% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 29'624 CHF | 19'812 CHF | 98.85% | 98.85% |
25.04.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'000 CHF | 15'000 CHF | 99.45% | 99.45% |
24.04.2024 | 35.66% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 23'076 CHF | 16'538 CHF | 99.44% | 99.44% |