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 | 49.98% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 15'628 CHF | 12'814 CHF | 99.43% | 99.43% |
07.05.2024 | 48.22% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 15'800 CHF | 12'900 CHF | 99.55% | 99.55% |
06.05.2024 | 46.76% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 17'101 CHF | 13'551 CHF | 95.38% | 95.38% |
03.05.2024 | 42.25% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 18'707 CHF | 14'353 CHF | 99.19% | 99.19% |
02.05.2024 | 44.60% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 17'492 CHF | 13'746 CHF | 99.42% | 99.42% |
30.04.2024 | 57.85% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 12'332 CHF | 11'166 CHF | 99.35% | 99.35% |
29.04.2024 | 56.75% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 12'642 CHF | 11'321 CHF | 99.33% | 99.33% |
26.04.2024 | 64.47% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'553 CHF | 10'277 CHF | 99.51% | 99.51% |
25.04.2024 | 57.03% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 12'741 CHF | 11'371 CHF | 99.47% | 99.47% |
24.04.2024 | 63.92% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'696 CHF | 10'348 CHF | 99.50% | 99.50% |