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 | 40.61% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 19'637 CHF | 14'818 CHF | 98.42% | 98.42% |
13.05.2024 | 41.77% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 18'978 CHF | 14'489 CHF | 95.17% | 95.17% |
10.05.2024 | 38.21% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 21'197 CHF | 15'598 CHF | 98.78% | 98.78% |
08.05.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'000 CHF | 10'000 CHF | 99.09% | 99.09% |
07.05.2024 | 63.93% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'659 CHF | 10'330 CHF | 98.82% | 98.82% |
06.05.2024 | 70.22% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 9'253 CHF | 9'627 CHF | 99.07% | 99.07% |
03.05.2024 | 68.32% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 9'657 CHF | 9'829 CHF | 99.02% | 99.02% |
02.05.2024 | 69.66% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 9'372 CHF | 9'686 CHF | 97.77% | 97.77% |
30.04.2024 | 73.50% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 8'629 CHF | 9'315 CHF | 99.17% | 99.17% |
29.04.2024 | 75.48% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 8'281 CHF | 9'140 CHF | 99.14% | 99.14% |