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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07.05.2024 | 15.68% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 58'844 CHF | 34'422 CHF | 99.77% | 99.77% |
06.05.2024 | 16.97% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 53'996 CHF | 31'998 CHF | 99.77% | 99.77% |
03.05.2024 | 18.68% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 408'595 | 48'733 CHF | 24'324 CHF | 100.00% | 100.00% |
02.05.2024 | 15.26% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 989'442 | 496'472 | 60'362 CHF | 35'262 CHF | 100.00% | 100.00% |
30.04.2024 | 14.44% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 64'290 CHF | 37'145 CHF | 100.00% | 100.00% |
29.04.2024 | 12.86% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 999'470 | 499'823 | 72'822 CHF | 41'416 CHF | 96.99% | 96.99% |
26.04.2024 | 14.00% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 66'521 CHF | 38'261 CHF | 100.00% | 100.00% |
25.04.2024 | 13.55% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 990'292 | 496'764 | 68'215 CHF | 39'188 CHF | 84.44% | 84.44% |
24.04.2024 | 11.95% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 997'025 | 504'070 | 78'697 CHF | 44'861 CHF | 100.00% | 100.00% |
23.04.2024 | 8.67% | 0.11 CHF | 0.12 CHF | 800'000 | 800'000 | 807'630 | 807'645 | 89'115 CHF | 97'194 CHF | 100.00% | 100.00% |