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 | 15.38% | 0.06 CHF | 0.07 CHF | 373'965 | 50'000 | 373'965 | 50'000 | 22'438 CHF | 3'500 CHF | 100.00% | 100.00% |
10.05.2024 | 16.38% | 0.06 CHF | 0.07 CHF | 382'510 | 50'000 | 383'346 | 50'000 | 21'657 CHF | 3'322 CHF | 100.00% | 100.00% |
08.05.2024 | 18.18% | 0.05 CHF | 0.06 CHF | 447'071 | 50'000 | 447'071 | 50'000 | 22'354 CHF | 3'000 CHF | 98.86% | 98.86% |
07.05.2024 | 21.88% | 0.05 CHF | 0.06 CHF | 455'421 | 50'000 | 489'505 | 50'000 | 20'140 CHF | 2'566 CHF | 96.43% | 96.43% |
06.05.2024 | 27.95% | 0.03 CHF | 0.04 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 15'486 CHF | 2'049 CHF | 100.00% | 100.00% |
03.05.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 15'000 CHF | 3'000 CHF | 97.93% | 97.93% |
02.05.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 10'000 CHF | 2'250 CHF | 99.40% | 99.40% |
30.04.2024 | 29.55% | 0.02 CHF | 0.03 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 14'574 CHF | 2'936 CHF | 100.00% | 100.00% |
29.04.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 15'000 CHF | 3'000 CHF | 100.00% | 100.00% |
26.04.2024 | 30.87% | 0.03 CHF | 0.04 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 13'993 CHF | 2'849 CHF | 99.22% | 99.22% |