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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 61.43% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 11'364 CHF | 10'682 CHF | 98.60% | 98.60% |
13.05.2024 | 51.91% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 14'295 CHF | 12'148 CHF | 94.83% | 94.83% |
10.05.2024 | 54.61% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 13'521 CHF | 11'761 CHF | 98.81% | 98.81% |
08.05.2024 | 61.34% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 11'442 CHF | 10'721 CHF | 99.08% | 99.08% |
07.05.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'000 CHF | 10'000 CHF | 98.81% | 98.81% |
06.05.2024 | 42.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 19'250 CHF | 14'625 CHF | 99.11% | 99.11% |
03.05.2024 | 38.37% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 21'426 CHF | 15'713 CHF | 99.09% | 99.09% |
02.05.2024 | 30.62% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 28'210 CHF | 19'105 CHF | 98.86% | 98.86% |
30.04.2024 | 38.88% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'982 CHF | 15'491 CHF | 99.15% | 99.15% |
29.04.2024 | 28.24% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'461 CHF | 20'231 CHF | 98.81% | 98.81% |