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 | 52.36% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 14'292 CHF | 6'073 CHF | 99.83% | 99.83% |
06.05.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'000 CHF | 6'250 CHF | 99.77% | 99.77% |
03.05.2024 | 49.98% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'008 CHF | 6'252 CHF | 100.00% | 100.00% |
02.05.2024 | 48.57% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 988'753 | 250'000 | 15'578 CHF | 6'437 CHF | 100.00% | 100.00% |
30.04.2024 | 21.24% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 998'751 | 274'463 | 42'243 CHF | 14'535 CHF | 100.00% | 100.00% |
29.04.2024 | 18.08% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 983'721 | 464'471 | 49'554 CHF | 28'210 CHF | 95.10% | 95.10% |
26.04.2024 | 20.03% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 286'272 | 45'045 CHF | 15'915 CHF | 100.00% | 100.00% |
25.04.2024 | 17.69% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 958'809 | 458'543 | 49'472 CHF | 28'418 CHF | 84.46% | 84.46% |
24.04.2024 | 13.10% | 0.07 CHF | 0.08 CHF | 850'000 | 425'000 | 706'788 | 364'695 | 50'419 CHF | 29'677 CHF | 100.00% | 100.00% |
23.04.2024 | 9.93% | 0.08 CHF | 0.09 CHF | 600'000 | 300'000 | 526'432 | 433'112 | 50'396 CHF | 46'407 CHF | 100.00% | 100.00% |