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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08.05.2024 | 15.61% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 861'220 | 437'332 | 50'859 CHF | 30'211 CHF | 100.00% | 100.00% |
07.05.2024 | 19.27% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 999'213 | 388'747 | 47'109 CHF | 22'587 CHF | 99.55% | 99.55% |
06.05.2024 | 25.28% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 34'667 CHF | 11'167 CHF | 99.78% | 99.78% |
03.05.2024 | 28.15% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 30'845 CHF | 10'211 CHF | 100.00% | 100.00% |
02.05.2024 | 25.51% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 984'185 | 250'000 | 33'814 CHF | 11'101 CHF | 100.00% | 100.00% |
30.04.2024 | 21.94% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 40'709 CHF | 12'677 CHF | 100.00% | 100.00% |
29.04.2024 | 20.68% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 985'553 | 252'709 | 42'813 CHF | 13'517 CHF | 96.77% | 96.77% |
26.04.2024 | 23.27% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 38'268 CHF | 12'067 CHF | 100.00% | 100.00% |
25.04.2024 | 18.78% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 989'125 | 405'029 | 47'934 CHF | 24'069 CHF | 84.43% | 84.43% |
24.04.2024 | 13.11% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 706'907 | 364'038 | 50'370 CHF | 29'607 CHF | 100.00% | 100.00% |