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 | 18.74% | 0.05 CHF | 0.06 CHF | 1'000'000 | 920'000 | 1'000'000 | 920'000 | 48'384 CHF | 53'713 CHF | 98.74% | 98.74% |
10.05.2024 | 18.54% | 0.05 CHF | 0.06 CHF | 1'000'000 | 920'000 | 1'000'000 | 920'000 | 48'943 CHF | 54'227 CHF | 99.51% | 99.51% |
08.05.2024 | 17.89% | 0.05 CHF | 0.06 CHF | 1'000'000 | 920'000 | 1'000'000 | 920'000 | 50'921 CHF | 56'047 CHF | 99.57% | 99.57% |
07.05.2024 | 18.14% | 0.05 CHF | 0.06 CHF | 1'000'000 | 920'000 | 1'000'000 | 920'000 | 50'171 CHF | 55'358 CHF | 99.48% | 99.48% |
06.05.2024 | 21.50% | 0.04 CHF | 0.05 CHF | 1'000'000 | 920'000 | 1'000'000 | 920'000 | 41'590 CHF | 47'463 CHF | 99.58% | 99.58% |
03.05.2024 | 23.58% | 0.04 CHF | 0.05 CHF | 1'000'000 | 920'000 | 1'000'000 | 920'000 | 37'438 CHF | 43'643 CHF | 99.51% | 99.51% |
02.05.2024 | 24.76% | 0.04 CHF | 0.05 CHF | 1'000'000 | 920'000 | 1'000'000 | 920'000 | 35'423 CHF | 41'789 CHF | 99.47% | 99.47% |
30.04.2024 | 25.17% | 0.03 CHF | 0.04 CHF | 1'000'000 | 920'000 | 1'000'000 | 920'000 | 34'746 CHF | 41'166 CHF | 99.47% | 99.47% |
29.04.2024 | 20.41% | 0.04 CHF | 0.05 CHF | 1'000'000 | 920'000 | 1'000'000 | 920'000 | 45'061 CHF | 50'656 CHF | 98.47% | 98.47% |
26.04.2024 | 11.15% | 0.08 CHF | 0.09 CHF | 900'000 | 900'000 | 900'000 | 900'000 | 76'316 CHF | 85'316 CHF | 99.58% | 99.58% |