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 | 34.00% | 0.03 CHF | 0.04 CHF | 500'000 | 50'000 | 499'498 | 50'000 | 15'908 CHF | 2'247 CHF | 100.00% | 100.00% |
10.05.2024 | 27.54% | 0.03 CHF | 0.05 CHF | 487'498 | 50'000 | 442'406 | 50'000 | 17'413 CHF | 2'601 CHF | 100.00% | 100.00% |
08.05.2024 | 27.47% | 0.04 CHF | 0.05 CHF | 493'789 | 50'000 | 445'965 | 50'000 | 17'530 CHF | 2'616 CHF | 100.00% | 100.00% |
07.05.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 498'649 | 50'000 | 498'649 | 50'000 | 19'946 CHF | 2'500 CHF | 96.43% | 96.43% |
06.05.2024 | 35.47% | 0.03 CHF | 0.04 CHF | 500'000 | 50'000 | 485'555 | 50'000 | 16'639 CHF | 2'444 CHF | 100.00% | 100.00% |
03.05.2024 | 23.65% | 0.04 CHF | 0.05 CHF | 428'099 | 50'000 | 475'007 | 50'000 | 18'924 CHF | 2'529 CHF | 97.94% | 97.94% |
02.05.2024 | 28.60% | 0.03 CHF | 0.05 CHF | 500'000 | 50'000 | 491'256 | 50'000 | 18'056 CHF | 2'442 CHF | 99.40% | 99.40% |
30.04.2024 | 27.81% | 0.04 CHF | 0.05 CHF | 448'910 | 50'000 | 443'432 | 50'000 | 17'738 CHF | 2'657 CHF | 100.00% | 100.00% |
29.04.2024 | 28.88% | 0.04 CHF | 0.05 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 18'039 CHF | 2'401 CHF | 100.00% | 100.00% |
26.04.2024 | 30.92% | 0.03 CHF | 0.05 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 15'000 CHF | 2'055 CHF | 99.22% | 99.22% |