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 | 19.55% | 0.05 CHF | 0.06 CHF | 1'500'000 | 250'000 | 1'500'000 | 243'743 | 69'926 CHF | 13'779 CHF | 98.93% | 98.93% |
10.05.2024 | 17.14% | 0.06 CHF | 0.07 CHF | 1'500'000 | 200'000 | 1'500'000 | 228'851 | 81'177 CHF | 14'530 CHF | 99.38% | 99.38% |
08.05.2024 | 22.83% | 0.04 CHF | 0.05 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 58'693 CHF | 12'282 CHF | 99.35% | 99.35% |
07.05.2024 | 31.05% | 0.03 CHF | 0.04 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 42'091 CHF | 9'515 CHF | 94.70% | 94.70% |
06.05.2024 | 22.28% | 0.04 CHF | 0.05 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 59'876 CHF | 12'479 CHF | 99.37% | 99.37% |
03.05.2024 | 21.98% | 0.04 CHF | 0.05 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 61'266 CHF | 12'711 CHF | 99.35% | 99.35% |
02.05.2024 | 16.20% | 0.04 CHF | 0.05 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 59'703 CHF | 11'701 CHF | 99.36% | 99.36% |
30.04.2024 | 16.67% | 0.04 CHF | 0.05 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 58'266 CHF | 11'461 CHF | 99.37% | 99.37% |
29.04.2024 | 20.74% | 0.03 CHF | 0.04 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 45'525 CHF | 9'337 CHF | 99.36% | 99.36% |
26.04.2024 | 24.98% | 0.03 CHF | 0.04 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 37'378 CHF | 7'980 CHF | 99.36% | 99.36% |