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 | 8.05% | 0.13 CHF | 0.14 CHF | 425'000 | 425'000 | 428'613 | 428'643 | 51'117 CHF | 55'407 CHF | 99.72% | 99.72% |
13.05.2024 | 7.67% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 412'656 | 412'658 | 51'734 CHF | 55'861 CHF | 100.00% | 100.00% |
10.05.2024 | 9.92% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 530'355 | 400'489 | 50'877 CHF | 43'636 CHF | 100.00% | 100.00% |
08.05.2024 | 10.68% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 575'763 | 315'861 | 51'024 CHF | 31'443 CHF | 100.00% | 100.00% |
07.05.2024 | 7.07% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 391'020 | 377'768 | 53'107 CHF | 55'532 CHF | 99.59% | 99.59% |
06.05.2024 | 22.50% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 39'563 CHF | 12'391 CHF | 99.76% | 99.76% |
03.05.2024 | 24.93% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 35'129 CHF | 11'282 CHF | 100.00% | 100.00% |
02.05.2024 | 26.02% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 985'518 | 250'000 | 33'068 CHF | 10'894 CHF | 100.00% | 100.00% |
30.04.2024 | 23.66% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 249'920 | 37'419 CHF | 11'851 CHF | 100.00% | 100.00% |
29.04.2024 | 21.09% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 991'541 | 250'000 | 42'192 CHF | 13'134 CHF | 94.60% | 94.60% |