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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 9.59% | 0.18 CHF | 0.20 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 2'702 CHF | 2'966 CHF | 86.95% | 86.95% |
13.05.2024 | 20.90% | 0.05 CHF | 0.06 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 24'483 CHF | 1'506 CHF | 93.80% | 93.80% |
10.05.2024 | 25.91% | 0.04 CHF | 0.05 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 18'873 CHF | 1'220 CHF | 42.70% | 42.70% |
08.05.2024 | 29.48% | 0.03 CHF | 0.04 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 16'581 CHF | 1'113 CHF | 97.83% | 97.83% |
07.05.2024 | 38.46% | 0.04 CHF | 0.05 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 13'749 CHF | 1'004 CHF | 89.17% | 89.17% |
06.05.2024 | 32.98% | 0.03 CHF | 0.04 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 14'333 CHF | 993 CHF | 99.38% | 99.38% |
03.05.2024 | 52.16% | 0.03 CHF | 0.04 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 10'538 CHF | 893 CHF | 98.53% | 98.53% |
02.05.2024 | 54.84% | 0.02 CHF | 0.04 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 9'986 CHF | 876 CHF | 93.14% | 93.14% |
30.04.2024 | 50.45% | 0.02 CHF | 0.04 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 10'899 CHF | 903 CHF | 99.69% | 99.69% |
29.04.2024 | 30.05% | 0.03 CHF | 0.04 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 15'305 CHF | 1'037 CHF | 100.00% | 100.00% |