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 |
---|---|---|---|---|---|---|---|---|---|---|---|
06.05.2024 | 11.09% | 0.09 CHF | 0.10 CHF | 2'041'100 | 2'041'100 | 1'126'620 | 1'126'620 | 98'547 CHF | 109'834 CHF | 99.86% | 99.86% |
03.05.2024 | 10.33% | 0.10 CHF | 0.11 CHF | 2'814'000 | 2'814'000 | 1'074'850 | 1'074'850 | 101'446 CHF | 112'209 CHF | 99.99% | 99.99% |
02.05.2024 | - | 0.06 CHF | - CHF | 3'000'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
30.04.2024 | 14.02% | 0.07 CHF | 0.08 CHF | 2'806'600 | 2'806'600 | 1'555'380 | 1'555'380 | 105'807 CHF | 121'397 CHF | 99.68% | 99.68% |
29.04.2024 | 14.59% | 0.07 CHF | 0.08 CHF | 3'000'000 | 3'000'000 | 1'763'100 | 1'763'100 | 116'265 CHF | 133'932 CHF | 99.69% | 99.69% |
26.04.2024 | 15.91% | 0.06 CHF | 0.07 CHF | 3'000'000 | 3'000'000 | 1'747'690 | 1'747'690 | 103'406 CHF | 120'927 CHF | 99.52% | 99.52% |
25.04.2024 | 16.94% | 0.06 CHF | 0.07 CHF | 3'000'000 | 3'000'000 | 1'788'090 | 1'788'090 | 98'579 CHF | 116'506 CHF | 99.91% | 99.91% |
24.04.2024 | 18.38% | 0.05 CHF | 0.06 CHF | 3'000'000 | 3'000'000 | 1'901'190 | 1'901'190 | 96'087 CHF | 115'140 CHF | 99.83% | 99.83% |
23.04.2024 | 19.86% | 0.05 CHF | 0.06 CHF | 3'000'000 | 3'000'000 | 1'975'470 | 1'975'470 | 92'266 CHF | 112'063 CHF | 99.60% | 99.60% |
22.04.2024 | 19.80% | 0.05 CHF | 0.06 CHF | 3'000'000 | 3'000'000 | 2'008'340 | 2'008'340 | 93'292 CHF | 113'439 CHF | 99.83% | 99.83% |