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 | 96.63% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'373 CHF | 7'686 CHF | 95.56% | 95.56% |
07.05.2024 | 90.51% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 6'066 CHF | 8'033 CHF | 96.85% | 96.85% |
06.05.2024 | 72.54% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 8'860 CHF | 9'430 CHF | 88.87% | 88.87% |
03.05.2024 | 65.28% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'370 CHF | 10'185 CHF | 86.73% | 86.73% |
02.05.2024 | 64.73% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'491 CHF | 10'246 CHF | 98.25% | 98.25% |
30.04.2024 | 55.05% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 13'232 CHF | 11'616 CHF | 97.91% | 97.91% |
29.04.2024 | 56.57% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 12'799 CHF | 11'400 CHF | 93.37% | 93.37% |
26.04.2024 | 59.03% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 11'968 CHF | 10'984 CHF | 95.69% | 95.69% |
25.04.2024 | 53.19% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 13'842 CHF | 11'921 CHF | 96.13% | 96.13% |
24.04.2024 | 48.15% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 15'796 CHF | 12'898 CHF | 90.82% | 90.82% |