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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 107.73% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'304 CHF | 7'152 CHF | 91.97% | 91.97% |
10.05.2024 | 79.85% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 7'561 CHF | 8'780 CHF | 96.36% | 96.36% |
08.05.2024 | 57.28% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 12'739 CHF | 11'369 CHF | 99.08% | 99.08% |
07.05.2024 | 17.50% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 52'448 CHF | 31'224 CHF | 99.59% | 99.59% |
06.05.2024 | 16.08% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 57'793 CHF | 33'897 CHF | 97.29% | 97.29% |
03.05.2024 | 13.67% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 68'364 CHF | 39'182 CHF | 99.01% | 99.01% |
02.05.2024 | 11.77% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 421'728 | 80'411 CHF | 37'947 CHF | 99.44% | 99.44% |
30.04.2024 | 15.06% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 61'650 CHF | 35'825 CHF | 99.39% | 99.39% |
29.04.2024 | 13.32% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 70'098 CHF | 40'049 CHF | 98.32% | 98.32% |
26.04.2024 | 11.31% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 452'372 | 83'970 CHF | 42'237 CHF | 99.04% | 99.04% |