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 | 63.74% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'765 CHF | 10'383 CHF | 98.72% | 98.72% |
07.05.2024 | 65.80% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'323 CHF | 10'162 CHF | 99.20% | 99.20% |
06.05.2024 | 41.35% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 21'315 CHF | 15'658 CHF | 99.36% | 99.36% |
03.05.2024 | 25.46% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 34'899 CHF | 22'450 CHF | 99.23% | 99.23% |
02.05.2024 | 20.34% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 485'947 | 44'655 CHF | 26'511 CHF | 99.13% | 99.13% |
30.04.2024 | 6.96% | 0.13 CHF | 0.14 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 104'173 CHF | 37'224 CHF | 96.91% | 96.91% |
29.04.2024 | 7.83% | 0.13 CHF | 0.14 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 92'137 CHF | 33'212 CHF | 99.29% | 99.29% |
26.04.2024 | 7.69% | 0.13 CHF | 0.14 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 93'966 CHF | 33'822 CHF | 99.47% | 99.47% |
25.04.2024 | 6.95% | 0.12 CHF | 0.13 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 104'682 CHF | 37'394 CHF | 99.41% | 99.41% |
24.04.2024 | 8.95% | 0.12 CHF | 0.13 CHF | 750'000 | 250'000 | 865'091 | 288'956 | 92'576 CHF | 33'795 CHF | 99.43% | 99.43% |