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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 23.99% | 0.05 CHF | 0.07 CHF | 500'000 | 25'000 | 494'562 | 25'000 | 28'054 CHF | 1'807 CHF | 91.37% | 91.37% |
10.05.2024 | 23.66% | 0.06 CHF | 0.08 CHF | 500'000 | 25'000 | 457'398 | 23'908 | 24'438 CHF | 1'627 CHF | 98.03% | 98.03% |
08.05.2024 | 38.59% | 0.04 CHF | 0.05 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 17'191 CHF | 1'261 CHF | 100.00% | 100.00% |
07.05.2024 | 29.49% | 0.03 CHF | 0.05 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 21'272 CHF | 1'421 CHF | 96.43% | 96.43% |
06.05.2024 | 34.34% | 0.03 CHF | 0.05 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 15'000 CHF | 1'067 CHF | 96.91% | 96.91% |
03.05.2024 | 40.44% | 0.02 CHF | 0.04 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 14'839 CHF | 1'122 CHF | 97.94% | 97.94% |
02.05.2024 | 36.75% | 0.03 CHF | 0.04 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 15'000 CHF | 2'191 CHF | 99.40% | 99.40% |
30.04.2024 | 35.98% | 0.03 CHF | 0.04 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 19'219 CHF | 1'367 CHF | 100.00% | 100.00% |
29.04.2024 | 45.44% | 0.03 CHF | 0.05 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 15'602 CHF | 2'472 CHF | 100.00% | 100.00% |
26.04.2024 | 34.50% | 0.03 CHF | 0.05 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 19'289 CHF | 2'713 CHF | 99.22% | 99.22% |