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 | 17.67% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 52'395 CHF | 31'197 CHF | 99.02% | 99.02% |
14.05.2024 | 17.50% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 52'584 CHF | 31'292 CHF | 99.31% | 99.31% |
13.05.2024 | 41.48% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'300 CHF | 15'150 CHF | 98.93% | 98.93% |
10.05.2024 | 31.10% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 28'104 CHF | 19'052 CHF | 99.54% | 99.54% |
08.05.2024 | 28.69% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 29'892 CHF | 19'946 CHF | 91.97% | 91.97% |
07.05.2024 | 27.23% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 32'109 CHF | 21'055 CHF | 99.18% | 99.18% |
06.05.2024 | 19.91% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 46'532 CHF | 28'266 CHF | 99.23% | 99.23% |
03.05.2024 | 15.80% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 58'515 CHF | 34'258 CHF | 99.18% | 99.18% |
02.05.2024 | 28.91% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'969 CHF | 20'485 CHF | 94.52% | 94.52% |
30.04.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'000 CHF | 20'000 CHF | 99.32% | 99.32% |