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 | 26.28% | 0.03 CHF | 0.04 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 33'064 CHF | 43'064 CHF | 99.50% | 99.50% |
10.05.2024 | 27.58% | 0.03 CHF | 0.04 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 31'271 CHF | 41'271 CHF | 99.53% | 99.53% |
08.05.2024 | 23.32% | 0.04 CHF | 0.05 CHF | 900'000 | 900'000 | 900'000 | 900'000 | 34'106 CHF | 43'106 CHF | 99.51% | 99.51% |
07.05.2024 | 21.79% | 0.04 CHF | 0.05 CHF | 700'000 | 700'000 | 700'000 | 700'000 | 28'660 CHF | 35'660 CHF | 99.53% | 99.53% |
06.05.2024 | 20.48% | 0.05 CHF | 0.06 CHF | 700'000 | 700'000 | 700'000 | 700'000 | 30'681 CHF | 37'681 CHF | 99.49% | 99.49% |
03.05.2024 | 19.64% | 0.05 CHF | 0.06 CHF | 700'000 | 700'000 | 700'000 | 700'000 | 32'161 CHF | 39'161 CHF | 99.51% | 99.51% |
02.05.2024 | 19.43% | 0.05 CHF | 0.06 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 27'893 CHF | 33'893 CHF | 99.41% | 99.41% |
30.04.2024 | 18.40% | 0.05 CHF | 0.06 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 29'616 CHF | 35'616 CHF | 99.50% | 99.50% |
29.04.2024 | 19.07% | 0.05 CHF | 0.06 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 28'481 CHF | 34'481 CHF | 99.56% | 99.56% |
26.04.2024 | 18.57% | 0.05 CHF | 0.06 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 29'318 CHF | 35'318 CHF | 99.58% | 99.58% |