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 | 29.04% | 0.03 CHF | 0.04 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 29'497 CHF | 39'497 CHF | 99.84% | 99.84% |
13.05.2024 | 26.25% | 0.03 CHF | 0.04 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 33'128 CHF | 43'128 CHF | 100.00% | 100.00% |
10.05.2024 | 26.90% | 0.03 CHF | 0.04 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 32'210 CHF | 42'210 CHF | 100.00% | 100.00% |
08.05.2024 | 26.03% | 0.03 CHF | 0.04 CHF | 1'000'000 | 1'000'000 | 999'851 | 999'851 | 33'509 CHF | 43'509 CHF | 99.44% | 99.44% |
07.05.2024 | 22.33% | 0.03 CHF | 0.04 CHF | 1'000'000 | 1'000'000 | 999'075 | 999'075 | 39'990 CHF | 49'990 CHF | 100.00% | 100.00% |
06.05.2024 | 17.68% | 0.05 CHF | 0.06 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 51'871 CHF | 61'871 CHF | 99.74% | 99.74% |
03.05.2024 | 14.47% | 0.07 CHF | 0.08 CHF | 1'000'000 | 1'000'000 | 987'362 | 987'362 | 66'619 CHF | 76'577 CHF | 99.30% | 99.30% |
02.05.2024 | 11.32% | 0.08 CHF | 0.09 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 83'517 CHF | 93'517 CHF | 98.90% | 98.90% |
30.04.2024 | 11.67% | 0.09 CHF | 0.10 CHF | 1'000'000 | 1'000'000 | 999'401 | 999'401 | 80'793 CHF | 90'793 CHF | 99.73% | 99.73% |
29.04.2024 | 12.34% | 0.08 CHF | 0.09 CHF | 1'000'000 | 1'000'000 | 992'779 | 992'779 | 79'246 CHF | 89'180 CHF | 99.21% | 99.21% |