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 | 21.36% | 0.05 CHF | 0.06 CHF | 900'000 | 300'000 | 989'817 | 389'817 | 41'635 CHF | 20'247 CHF | 98.04% | 98.04% |
06.05.2024 | 24.58% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 417'727 | 36'287 CHF | 19'224 CHF | 97.17% | 97.17% |
03.05.2024 | 18.97% | 0.04 CHF | 0.05 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 48'059 CHF | 23'224 CHF | 98.17% | 98.17% |
02.05.2024 | 20.49% | 0.05 CHF | 0.06 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 44'279 CHF | 21'711 CHF | 99.27% | 99.27% |
30.04.2024 | 22.29% | 0.04 CHF | 0.05 CHF | 1'000'000 | 400'000 | 1'000'000 | 406'321 | 39'888 CHF | 20'260 CHF | 99.20% | 99.20% |
29.04.2024 | 22.34% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 407'711 | 39'811 CHF | 20'291 CHF | 99.56% | 99.56% |
26.04.2024 | 22.30% | 0.04 CHF | 0.05 CHF | 1'000'000 | 400'000 | 1'000'000 | 475'573 | 40'085 CHF | 23'762 CHF | 99.60% | 99.60% |
25.04.2024 | 24.88% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 35'674 CHF | 22'837 CHF | 99.55% | 99.55% |
24.04.2024 | 82.99% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 7'103 CHF | 8'551 CHF | 99.55% | 99.55% |
23.04.2024 | 88.88% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 6'287 CHF | 8'143 CHF | 99.37% | 99.37% |