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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07.05.2024 | 100.81% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'965 CHF | 7'482 CHF | 98.40% | 98.40% |
06.05.2024 | 89.47% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 6'204 CHF | 8'102 CHF | 96.84% | 96.84% |
03.05.2024 | 84.18% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 6'891 CHF | 8'445 CHF | 98.86% | 98.86% |
02.05.2024 | 76.99% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 8'005 CHF | 9'003 CHF | 99.27% | 99.27% |
30.04.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'000 CHF | 10'000 CHF | 6.70% | 99.52% |
29.04.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'000 CHF | 10'000 CHF | 83.36% | 99.25% |
26.04.2024 | 57.16% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 13'565 CHF | 11'782 CHF | 99.53% | 99.53% |
25.04.2024 | 35.73% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 23'740 CHF | 16'870 CHF | 99.48% | 99.48% |
24.04.2024 | 11.17% | 0.09 CHF | 0.10 CHF | 900'000 | 300'000 | 934'370 | 334'370 | 79'086 CHF | 31'539 CHF | 99.27% | 99.27% |
23.04.2024 | 10.86% | 0.09 CHF | 0.10 CHF | 900'000 | 300'000 | 917'128 | 317'128 | 80'101 CHF | 30'784 CHF | 96.95% | 96.95% |