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 | 142.86% | 0.01 CHF | 0.05 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 50 CHF | 300 CHF | 2.07% | 3.42% |
13.05.2024 | 26.80% | 0.11 CHF | 0.12 CHF | 460'000 | 50'000 | 499'066 | 20'237 | 42'061 CHF | 2'226 CHF | 99.61% | 99.61% |
10.05.2024 | 39.59% | 0.06 CHF | 0.07 CHF | 500'000 | 50'000 | 500'000 | 20'097 | 26'066 CHF | 1'501 CHF | 98.58% | 98.58% |
08.05.2024 | 56.84% | 0.04 CHF | 0.05 CHF | 500'000 | 50'000 | 500'000 | 20'238 | 16'302 CHF | 1'127 CHF | 99.62% | 99.62% |
07.05.2024 | 57.69% | 0.03 CHF | 0.08 CHF | 5'000 | 5'000 | 403'461 | 11'461 | 18'067 CHF | 853 CHF | 99.61% | 99.61% |
06.05.2024 | 30.48% | 0.08 CHF | 0.09 CHF | 500'000 | 50'000 | 500'000 | 20'239 | 35'196 CHF | 1'828 CHF | 99.62% | 99.62% |
03.05.2024 | 39.76% | 0.05 CHF | 0.10 CHF | 5'000 | 5'000 | 414'840 | 12'495 | 29'045 CHF | 1'200 CHF | 99.63% | 99.63% |
02.05.2024 | 62.76% | 0.03 CHF | 0.08 CHF | 5'000 | 5'000 | 456'158 | 16'252 | 14'411 CHF | 929 CHF | 99.61% | 99.61% |
30.04.2024 | 75.08% | 0.02 CHF | 0.03 CHF | 500'000 | 50'000 | 500'000 | 19'473 | 10'831 CHF | 864 CHF | 97.12% | 97.12% |
29.04.2024 | 73.24% | 0.03 CHF | 0.04 CHF | 500'000 | 50'000 | 500'000 | 20'297 | 11'092 CHF | 906 CHF | 99.05% | 99.05% |