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 | 78.92% | 0.01 CHF | 0.02 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 5'055 CHF | 1'173 CHF | 96.43% | 96.43% |
06.05.2024 | 75.34% | 0.01 CHF | 0.02 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 5'284 CHF | 1'160 CHF | 99.79% | 99.79% |
03.05.2024 | 75.58% | 0.02 CHF | 0.03 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 5'217 CHF | 1'151 CHF | 97.56% | 97.56% |
02.05.2024 | 77.61% | 0.01 CHF | 0.02 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 6'193 CHF | 1'367 CHF | 92.20% | 92.20% |
30.04.2024 | 29.36% | 0.03 CHF | 0.04 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 14'958 CHF | 2'011 CHF | 99.45% | 99.45% |
29.04.2024 | 31.55% | 0.03 CHF | 0.04 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 17'124 CHF | 2'343 CHF | 99.32% | 99.32% |
26.04.2024 | 26.22% | 0.04 CHF | 0.05 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 18'696 CHF | 2'424 CHF | 97.73% | 97.73% |
25.04.2024 | 44.23% | 0.02 CHF | 0.04 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 10'752 CHF | 1'687 CHF | 97.69% | 97.69% |
24.04.2024 | 20.30% | 0.03 CHF | 0.04 CHF | 500'000 | 50'000 | 470'354 | 50'000 | 22'764 CHF | 2'967 CHF | 99.90% | 99.90% |
23.04.2024 | 33.22% | 0.03 CHF | 0.04 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 14'338 CHF | 1'993 CHF | 99.68% | 99.68% |