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 | 51.13% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 14'695 CHF | 12'347 CHF | 98.44% | 98.44% |
14.05.2024 | 45.12% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 17'193 CHF | 13'597 CHF | 93.22% | 93.22% |
13.05.2024 | 41.67% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 19'061 CHF | 14'530 CHF | 99.20% | 99.20% |
10.05.2024 | 41.08% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 19'384 CHF | 14'692 CHF | 93.14% | 93.14% |
08.05.2024 | 39.97% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'030 CHF | 15'015 CHF | 99.48% | 99.48% |
07.05.2024 | 34.95% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 24'420 CHF | 17'210 CHF | 99.24% | 99.24% |
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 | 98.75% | 98.75% |
03.05.2024 | 23.34% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 38'242 CHF | 24'121 CHF | 98.12% | 98.12% |
02.05.2024 | 20.89% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 43'297 CHF | 26'649 CHF | 94.35% | 94.35% |
30.04.2024 | 21.45% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 41'915 CHF | 25'957 CHF | 99.53% | 99.53% |