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 | 23.26% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 994'047 | 250'000 | 38'001 CHF | 12'052 CHF | 99.23% | 99.23% |
06.05.2024 | 23.38% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 994'368 | 250'000 | 37'701 CHF | 11'982 CHF | 99.20% | 99.20% |
03.05.2024 | 25.04% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 992'996 | 250'000 | 34'723 CHF | 11'242 CHF | 99.38% | 99.38% |
02.05.2024 | 24.81% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 983'547 | 250'000 | 34'826 CHF | 11'351 CHF | 99.37% | 99.37% |
30.04.2024 | 22.77% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 998'945 | 253'165 | 39'065 CHF | 12'451 CHF | 99.43% | 99.43% |
29.04.2024 | 17.12% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 946'216 | 481'692 | 50'570 CHF | 30'569 CHF | 99.30% | 99.30% |
26.04.2024 | 15.82% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 865'683 | 438'852 | 50'393 CHF | 29'923 CHF | 97.25% | 97.25% |
25.04.2024 | 18.19% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 968'746 | 452'361 | 48'469 CHF | 27'346 CHF | 83.96% | 83.96% |
24.04.2024 | 16.57% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 917'726 | 470'482 | 50'824 CHF | 30'758 CHF | 99.39% | 99.39% |
23.04.2024 | 16.57% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 914'299 | 468'321 | 50'621 CHF | 30'610 CHF | 99.39% | 99.39% |