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 | 24.07% | 0.03 CHF | 0.05 CHF | 291'422 | 50'000 | 289'550 | 50'000 | 11'391 CHF | 2'500 CHF | 99.76% | 99.76% |
10.05.2024 | 42.29% | 0.04 CHF | 0.05 CHF | 298'569 | 50'000 | 300'902 | 50'000 | 9'715 CHF | 2'467 CHF | 99.37% | 99.37% |
08.05.2024 | 36.22% | 0.04 CHF | 0.05 CHF | 317'529 | 50'000 | 384'459 | 50'000 | 9'866 CHF | 1'869 CHF | 99.48% | 99.48% |
07.05.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 10'000 CHF | 1'500 CHF | 96.44% | 96.44% |
06.05.2024 | 59.07% | 0.02 CHF | 0.03 CHF | 500'000 | 50'000 | 497'469 | 49'867 | 8'336 CHF | 1'487 CHF | 100.00% | 100.00% |
03.05.2024 | 100.54% | 0.01 CHF | 0.03 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 296 CHF | 880 CHF | 98.22% | 98.22% |
02.05.2024 | 55.84% | 0.01 CHF | 0.03 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 8'463 CHF | 1'461 CHF | 95.59% | 95.59% |
30.04.2024 | 70.41% | 0.01 CHF | 0.03 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 6'640 CHF | 1'351 CHF | 97.31% | 97.31% |
29.04.2024 | 46.66% | 0.02 CHF | 0.03 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 9'306 CHF | 1'475 CHF | 100.00% | 100.00% |
26.04.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 10'000 CHF | 1'500 CHF | 99.26% | 99.26% |