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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07.05.2024 | 41.11% | 0.06 CHF | 0.08 CHF | 500'000 | 100'000 | 154'528 | 61'614 | 9'237 CHF | 5'442 CHF | 96.44% | 96.44% |
06.05.2024 | 20.08% | 0.06 CHF | 0.07 CHF | 500'000 | 200'000 | 500'000 | 200'000 | 28'693 CHF | 14'000 CHF | 100.00% | 100.00% |
03.05.2024 | 16.55% | 0.06 CHF | 0.07 CHF | 500'000 | 200'000 | 500'000 | 200'000 | 30'000 CHF | 14'177 CHF | 98.63% | 98.63% |
02.05.2024 | 22.90% | 0.06 CHF | 0.08 CHF | 500'000 | 200'000 | 500'000 | 200'000 | 29'482 CHF | 14'833 CHF | 99.13% | 99.13% |
30.04.2024 | 18.18% | 0.05 CHF | 0.06 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 25'000 CHF | 6'000 CHF | 96.00% | 96.00% |
29.04.2024 | 28.03% | 0.05 CHF | 0.07 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 25'000 CHF | 6'650 CHF | 95.88% | 95.88% |
26.04.2024 | 48.93% | 0.05 CHF | 0.06 CHF | 500'000 | 200'000 | 147'818 | 111'954 | 7'153 CHF | 8'647 CHF | 99.60% | 99.60% |
25.04.2024 | 57.88% | 0.04 CHF | 0.07 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 2'006 CHF | 3'648 CHF | 99.42% | 99.42% |
24.04.2024 | 51.63% | 0.05 CHF | 0.08 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 2'398 CHF | 4'059 CHF | 99.94% | 99.94% |
23.04.2024 | 45.16% | 0.05 CHF | 0.09 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 2'881 CHF | 4'553 CHF | 96.69% | 96.69% |