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 | 44.90% | 0.03 CHF | 0.05 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 15'590 CHF | 1'229 CHF | 95.83% | 95.83% |
13.05.2024 | 42.22% | 0.03 CHF | 0.05 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 15'808 CHF | 1'214 CHF | 91.37% | 91.37% |
10.05.2024 | 41.12% | 0.03 CHF | 0.05 CHF | 500'000 | 25'000 | 457'291 | 23'905 | 13'727 CHF | 1'106 CHF | 98.05% | 98.05% |
08.05.2024 | 43.43% | 0.03 CHF | 0.04 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 14'997 CHF | 1'173 CHF | 100.00% | 100.00% |
07.05.2024 | 35.37% | 0.03 CHF | 0.05 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 17'647 CHF | 1'251 CHF | 97.06% | 97.06% |
06.05.2024 | 28.98% | 0.03 CHF | 0.05 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 15'000 CHF | 1'005 CHF | 96.91% | 96.91% |
03.05.2024 | 42.09% | 0.02 CHF | 0.04 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 13'226 CHF | 1'000 CHF | 97.94% | 97.94% |
02.05.2024 | 50.76% | 0.02 CHF | 0.04 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 12'087 CHF | 2'000 CHF | 99.40% | 99.40% |
30.04.2024 | 36.46% | 0.02 CHF | 0.04 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 14'927 CHF | 1'085 CHF | 100.00% | 100.00% |
29.04.2024 | 33.32% | 0.03 CHF | 0.04 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 14'377 CHF | 2'000 CHF | 100.00% | 100.00% |