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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10.05.2024 | 15.73% | 0.06 CHF | 0.07 CHF | 500'000 | 200'000 | 500'000 | 200'000 | 29'431 CHF | 13'773 CHF | 97.14% | 97.14% |
08.05.2024 | 20.76% | 0.05 CHF | 0.06 CHF | 500'000 | 200'000 | 492'698 | 200'000 | 22'071 CHF | 10'945 CHF | 99.32% | 99.32% |
07.05.2024 | 25.66% | 0.04 CHF | 0.05 CHF | 500'000 | 200'000 | 315'942 | 200'000 | 12'251 CHF | 9'807 CHF | 84.47% | 84.47% |
06.05.2024 | 40.00% | 0.03 CHF | 0.05 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 6'000 CHF | 9'000 CHF | 92.67% | 92.67% |
03.05.2024 | 37.85% | 0.03 CHF | 0.04 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 5'999 CHF | 8'800 CHF | 92.31% | 92.31% |
02.05.2024 | 41.23% | 0.03 CHF | 0.05 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 5'933 CHF | 9'000 CHF | 93.09% | 93.09% |
30.04.2024 | 40.11% | 0.02 CHF | 0.05 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 5'994 CHF | 9'000 CHF | 96.29% | 96.29% |
29.04.2024 | 23.90% | 0.03 CHF | 0.05 CHF | 200'000 | 200'000 | 284'974 | 200'000 | 11'211 CHF | 9'906 CHF | 99.20% | 99.20% |
26.04.2024 | 33.17% | 0.04 CHF | 0.05 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 6'775 CHF | 9'390 CHF | 94.74% | 94.74% |
25.04.2024 | 32.96% | 0.03 CHF | 0.05 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 6'792 CHF | 9'396 CHF | 97.40% | 97.40% |