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 | 59.02% | 0.04 CHF | 0.06 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 735 CHF | 1'302 CHF | 88.76% | 88.76% |
13.05.2024 | 54.13% | 0.02 CHF | 0.03 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 10'155 CHF | 1'787 CHF | 97.43% | 97.43% |
10.05.2024 | 42.52% | 0.03 CHF | 0.04 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 12'618 CHF | 1'922 CHF | 98.74% | 98.74% |
08.05.2024 | 48.92% | 0.02 CHF | 0.03 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 10'005 CHF | 1'668 CHF | 98.69% | 98.69% |
07.05.2024 | 50.97% | 0.02 CHF | 0.04 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 9'260 CHF | 1'539 CHF | 82.64% | 82.64% |
06.05.2024 | 78.85% | 0.02 CHF | 0.03 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 6'679 CHF | 1'482 CHF | 100.00% | 100.00% |
03.05.2024 | 47.17% | 0.02 CHF | 0.03 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 9'822 CHF | 1'594 CHF | 96.73% | 96.73% |
02.05.2024 | 77.51% | 0.02 CHF | 0.03 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 6'494 CHF | 1'420 CHF | 92.45% | 92.45% |
30.04.2024 | 92.70% | 0.01 CHF | 0.03 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 5'013 CHF | 1'375 CHF | 90.36% | 90.36% |
29.04.2024 | 90.94% | 0.01 CHF | 0.03 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 5'752 CHF | 1'499 CHF | 100.00% | 100.00% |