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 | 15.43% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 59'855 CHF | 34'927 CHF | 98.92% | 98.92% |
07.05.2024 | 12.93% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 72'542 CHF | 41'271 CHF | 98.76% | 98.76% |
06.05.2024 | 13.13% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 71'276 CHF | 40'638 CHF | 99.14% | 99.14% |
03.05.2024 | 13.27% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 70'382 CHF | 40'191 CHF | 98.61% | 98.61% |
02.05.2024 | 13.39% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 69'729 CHF | 39'864 CHF | 99.00% | 99.00% |
30.04.2024 | 13.32% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 70'080 CHF | 40'040 CHF | 98.89% | 98.89% |
29.04.2024 | 15.38% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 60'000 CHF | 35'000 CHF | 97.24% | 97.24% |
26.04.2024 | 15.39% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 59'972 CHF | 34'986 CHF | 99.09% | 99.09% |
25.04.2024 | 16.85% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 54'770 CHF | 32'385 CHF | 99.01% | 99.01% |
24.04.2024 | 15.42% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 59'889 CHF | 34'944 CHF | 99.19% | 99.19% |