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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08.05.2024 | 26.78% | 0.04 CHF | 0.05 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 16'409 CHF | 2'141 CHF | 99.34% | 99.34% |
07.05.2024 | 29.90% | 0.03 CHF | 0.04 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 14'421 CHF | 1'942 CHF | 96.44% | 96.44% |
06.05.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 15'000 CHF | 2'000 CHF | 100.00% | 100.00% |
03.05.2024 | 32.09% | 0.03 CHF | 0.04 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 13'461 CHF | 1'846 CHF | 92.54% | 92.54% |
02.05.2024 | 37.90% | 0.02 CHF | 0.03 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 10'920 CHF | 1'592 CHF | 99.13% | 99.13% |
30.04.2024 | 30.66% | 0.03 CHF | 0.04 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 14'088 CHF | 1'909 CHF | 100.00% | 100.00% |
29.04.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 15'000 CHF | 2'000 CHF | 100.00% | 100.00% |
26.04.2024 | 34.94% | 0.03 CHF | 0.04 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 12'214 CHF | 1'721 CHF | 90.92% | 90.92% |
25.04.2024 | 31.07% | 0.02 CHF | 0.03 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 13'907 CHF | 1'891 CHF | 86.20% | 86.20% |
24.04.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 15'000 CHF | 2'000 CHF | 95.97% | 95.97% |