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 | 13.08% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 710'045 | 367'512 | 50'757 CHF | 29'947 CHF | 100.00% | 100.00% |
10.05.2024 | 14.81% | 0.07 CHF | 0.08 CHF | 850'000 | 425'000 | 812'690 | 412'901 | 50'833 CHF | 29'968 CHF | 100.00% | 100.00% |
08.05.2024 | 14.15% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 771'117 | 395'907 | 50'657 CHF | 29'978 CHF | 100.00% | 100.00% |
07.05.2024 | 32.25% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 26'135 CHF | 9'034 CHF | 99.84% | 99.84% |
06.05.2024 | 32.85% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'836 | 250'000 | 25'509 CHF | 8'931 CHF | 99.82% | 99.82% |
03.05.2024 | 33.41% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 24'956 CHF | 8'739 CHF | 100.00% | 100.00% |
02.05.2024 | 37.51% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 999'362 | 250'000 | 21'858 CHF | 7'968 CHF | 100.00% | 100.00% |
30.04.2024 | 26.20% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 33'393 CHF | 10'848 CHF | 100.00% | 100.00% |
29.04.2024 | 28.60% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 29'970 CHF | 9'992 CHF | 99.91% | 99.91% |
26.04.2024 | 32.99% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 997'508 | 250'000 | 25'622 CHF | 8'924 CHF | 97.85% | 97.85% |