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 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'000 CHF | 20'000 CHF | 99.46% | 99.46% |
07.05.2024 | 28.42% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'238 CHF | 20'119 CHF | 99.56% | 99.56% |
06.05.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 40'000 CHF | 25'000 CHF | 98.88% | 98.88% |
03.05.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 40'000 CHF | 25'000 CHF | 98.12% | 98.12% |
02.05.2024 | 28.27% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'476 CHF | 20'238 CHF | 99.50% | 99.50% |
30.04.2024 | 28.62% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 29'954 CHF | 19'977 CHF | 99.48% | 99.48% |
29.04.2024 | 32.86% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 25'470 CHF | 17'735 CHF | 99.47% | 99.47% |
26.04.2024 | 40.47% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 19'731 CHF | 14'865 CHF | 98.86% | 98.86% |
25.04.2024 | 48.48% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 15'644 CHF | 12'822 CHF | 99.35% | 99.35% |
24.04.2024 | 45.90% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 16'811 CHF | 13'405 CHF | 99.39% | 99.39% |