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 | 26.72% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 32'640 CHF | 10'660 CHF | 100.00% | 100.00% |
07.05.2024 | 23.74% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 37'283 CHF | 11'821 CHF | 100.00% | 100.00% |
06.05.2024 | 20.81% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 997'259 | 288'628 | 43'186 CHF | 15'639 CHF | 100.00% | 100.00% |
03.05.2024 | 17.18% | 0.05 CHF | 0.06 CHF | 250'000 | 250'000 | 955'416 | 482'404 | 51'119 CHF | 30'634 CHF | 95.85% | 95.85% |
02.05.2024 | 14.81% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 62'612 CHF | 36'306 CHF | 100.00% | 100.00% |
30.04.2024 | 14.88% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 62'288 CHF | 36'144 CHF | 100.00% | 100.00% |
29.04.2024 | 14.79% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 62'700 CHF | 36'350 CHF | 100.00% | 100.00% |
26.04.2024 | 13.53% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 999'820 | 499'910 | 69'087 CHF | 39'542 CHF | 99.89% | 99.89% |
25.04.2024 | 11.10% | 0.09 CHF | 0.10 CHF | 950'000 | 475'000 | 964'796 | 524'631 | 82'160 CHF | 50'480 CHF | 100.00% | 100.00% |
24.04.2024 | 13.10% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 71'398 CHF | 40'699 CHF | 100.00% | 100.00% |