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 | 102.91% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'927 CHF | 7'464 CHF | 98.27% | 98.27% |
13.05.2024 | 92.38% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'868 CHF | 7'934 CHF | 98.56% | 98.56% |
10.05.2024 | 68.07% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 9'776 CHF | 9'888 CHF | 99.55% | 99.55% |
08.05.2024 | 53.94% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 13'921 CHF | 11'961 CHF | 99.57% | 99.57% |
07.05.2024 | 40.03% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 19'988 CHF | 14'994 CHF | 99.50% | 99.50% |
06.05.2024 | 39.74% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'228 CHF | 15'114 CHF | 99.58% | 99.58% |
03.05.2024 | 28.93% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 29'685 CHF | 19'843 CHF | 99.40% | 99.40% |
02.05.2024 | 28.58% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 29'996 CHF | 19'998 CHF | 99.57% | 99.57% |
30.04.2024 | 24.44% | 0.04 CHF | 0.05 CHF | 1'000'000 | 400'000 | 1'000'000 | 489'244 | 36'808 CHF | 22'866 CHF | 93.12% | 93.12% |
29.04.2024 | 21.84% | 0.04 CHF | 0.05 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'714 | 40'935 CHF | 20'410 CHF | 99.57% | 99.57% |