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 | 19.50% | 0.09 CHF | 0.10 CHF | 725'000 | 375'000 | 940'135 | 308'341 | 44'770 CHF | 18'885 CHF | 100.00% | 100.00% |
06.05.2024 | 32.93% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 997'215 | 250'000 | 26'190 CHF | 9'061 CHF | 100.00% | 100.00% |
03.05.2024 | 33.48% | 0.02 CHF | 0.03 CHF | 250'000 | 250'000 | 955'251 | 250'000 | 24'167 CHF | 8'781 CHF | 95.86% | 95.86% |
02.05.2024 | 32.15% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 26'264 CHF | 9'066 CHF | 100.00% | 100.00% |
30.04.2024 | 22.50% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 999'133 | 266'283 | 39'803 CHF | 13'431 CHF | 100.00% | 100.00% |
29.04.2024 | 13.79% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 750'811 | 384'893 | 50'637 CHF | 29'824 CHF | 100.00% | 100.00% |
26.04.2024 | 14.20% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 778'130 | 402'694 | 50'860 CHF | 30'634 CHF | 99.84% | 99.84% |
25.04.2024 | 16.49% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 881'279 | 410'830 | 49'271 CHF | 27'521 CHF | 99.81% | 99.81% |
24.04.2024 | 8.67% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 462'729 | 423'736 | 51'065 CHF | 51'909 CHF | 100.00% | 100.00% |
23.04.2024 | 11.32% | 0.11 CHF | 0.12 CHF | 500'000 | 500'000 | 611'906 | 359'055 | 51'013 CHF | 34'228 CHF | 100.00% | 100.00% |