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 | 15.42% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 59'888 CHF | 34'944 CHF | 99.20% | 99.20% |
08.05.2024 | 25.91% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 34'191 CHF | 22'095 CHF | 98.90% | 98.90% |
07.05.2024 | 20.62% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 43'968 CHF | 26'984 CHF | 98.79% | 98.79% |
06.05.2024 | 20.34% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 44'670 CHF | 27'335 CHF | 99.00% | 99.00% |
03.05.2024 | 20.67% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 43'845 CHF | 26'923 CHF | 98.92% | 98.92% |
02.05.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 40'000 CHF | 25'000 CHF | 99.00% | 99.00% |
30.04.2024 | 20.86% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 43'376 CHF | 26'688 CHF | 98.89% | 98.89% |
29.04.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 40'000 CHF | 25'000 CHF | 97.22% | 97.22% |
26.04.2024 | 22.90% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 38'932 CHF | 24'466 CHF | 99.05% | 99.05% |
25.04.2024 | 26.12% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 33'861 CHF | 21'930 CHF | 99.01% | 99.01% |