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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 51.10% | 0.01 CHF | 0.02 CHF | 100'000 | 1'000'000 | 997'187 | 997'187 | 14'887 CHF | 24'878 CHF | 53.70% | 99.56% |
14.05.2024 | 28.73% | 0.02 CHF | 0.03 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 30'239 CHF | 40'239 CHF | 99.82% | 99.82% |
13.05.2024 | 25.33% | 0.03 CHF | 0.04 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 34'655 CHF | 44'655 CHF | 100.00% | 100.00% |
10.05.2024 | 28.37% | 0.04 CHF | 0.05 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 30'320 CHF | 40'320 CHF | 100.00% | 100.00% |
08.05.2024 | 10.62% | 0.10 CHF | 0.11 CHF | 1'000'000 | 1'000'000 | 999'837 | 999'837 | 89'837 CHF | 99'837 CHF | 99.41% | 99.41% |
07.05.2024 | 5.63% | 0.11 CHF | 0.12 CHF | 1'000'000 | 1'000'000 | 999'086 | 999'086 | 176'936 CHF | 186'936 CHF | 100.00% | 100.00% |
06.05.2024 | 3.18% | 0.28 CHF | 0.28 CHF | 780'000 | 780'000 | 780'000 | 780'000 | 246'292 CHF | 254'092 CHF | 99.76% | 99.76% |
03.05.2024 | 2.10% | 0.48 CHF | 0.49 CHF | 720'000 | 720'000 | 710'792 | 710'792 | 353'432 CHF | 360'602 CHF | 99.28% | 99.28% |
02.05.2024 | 1.73% | 0.58 CHF | 0.59 CHF | 740'000 | 740'000 | 740'000 | 740'000 | 424'487 CHF | 431'887 CHF | 98.88% | 98.88% |
30.04.2024 | 2.19% | 0.59 CHF | 0.60 CHF | 1'000'000 | 1'000'000 | 999'427 | 999'427 | 454'611 CHF | 464'611 CHF | 99.72% | 99.72% |