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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10.05.2024 | 25.84% | 0.05 CHF | 0.06 CHF | 403'319 | 50'000 | 400'005 | 50'000 | 18'600 CHF | 3'000 CHF | 99.38% | 99.38% |
08.05.2024 | 32.48% | 0.05 CHF | 0.06 CHF | 413'330 | 50'000 | 466'858 | 50'000 | 17'773 CHF | 2'635 CHF | 99.48% | 99.48% |
07.05.2024 | 28.69% | 0.03 CHF | 0.04 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 15'000 CHF | 2'003 CHF | 96.44% | 96.44% |
06.05.2024 | 28.88% | 0.03 CHF | 0.04 CHF | 500'000 | 50'000 | 497'469 | 49'867 | 14'911 CHF | 1'995 CHF | 100.00% | 100.00% |
03.05.2024 | 70.87% | 0.02 CHF | 0.04 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 573 CHF | 1'193 CHF | 98.22% | 98.22% |
02.05.2024 | 43.88% | 0.02 CHF | 0.04 CHF | 500'000 | 50'000 | 472'636 | 50'000 | 12'170 CHF | 1'961 CHF | 95.59% | 95.59% |
30.04.2024 | 35.30% | 0.02 CHF | 0.04 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 4'004 CHF | 1'890 CHF | 98.23% | 98.23% |
29.04.2024 | 39.32% | 0.02 CHF | 0.04 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 3'884 CHF | 1'908 CHF | 100.00% | 100.00% |
26.04.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 4'500 CHF | 2'000 CHF | 99.26% | 99.26% |
25.04.2024 | 30.88% | 0.03 CHF | 0.04 CHF | 150'000 | 50'000 | 430'381 | 49'947 | 12'663 CHF | 1'998 CHF | 98.19% | 98.90% |