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 | 16.04% | 0.05 CHF | 0.06 CHF | 1'500'000 | 100'000 | 1'500'000 | 100'000 | 86'051 CHF | 6'737 CHF | 98.75% | 98.75% |
10.05.2024 | 16.76% | 0.06 CHF | 0.07 CHF | 1'500'000 | 100'000 | 1'500'000 | 100'000 | 82'080 CHF | 6'472 CHF | 99.27% | 99.27% |
08.05.2024 | 22.48% | 0.06 CHF | 0.07 CHF | 1'500'000 | 100'000 | 1'500'000 | 100'000 | 62'411 CHF | 5'161 CHF | 99.27% | 99.27% |
07.05.2024 | 32.83% | 0.03 CHF | 0.04 CHF | 1'500'000 | 100'000 | 1'500'000 | 100'000 | 38'265 CHF | 3'551 CHF | 99.27% | 99.27% |
06.05.2024 | 39.32% | 0.02 CHF | 0.03 CHF | 1'500'000 | 100'000 | 1'500'000 | 100'000 | 30'999 CHF | 3'067 CHF | 99.27% | 99.27% |
03.05.2024 | 37.15% | 0.03 CHF | 0.04 CHF | 1'500'000 | 100'000 | 1'500'000 | 100'000 | 32'962 CHF | 3'197 CHF | 99.11% | 99.11% |
02.05.2024 | 41.83% | 0.02 CHF | 0.03 CHF | 1'500'000 | 100'000 | 1'500'000 | 100'000 | 28'650 CHF | 2'910 CHF | 99.24% | 99.24% |
30.04.2024 | 41.07% | 0.02 CHF | 0.03 CHF | 1'500'000 | 100'000 | 1'500'000 | 100'000 | 29'713 CHF | 2'981 CHF | 99.13% | 99.13% |
29.04.2024 | 34.53% | 0.02 CHF | 0.03 CHF | 1'500'000 | 100'000 | 1'500'000 | 100'000 | 36'254 CHF | 3'417 CHF | 99.06% | 99.06% |
26.04.2024 | 29.42% | 0.03 CHF | 0.04 CHF | 1'500'000 | 100'000 | 1'500'000 | 100'000 | 43'559 CHF | 3'904 CHF | 99.26% | 99.26% |