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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 17.64% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 972'677 | 490'899 | 50'284 CHF | 30'301 CHF | 100.00% | 100.00% |
14.05.2024 | 18.24% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 992'633 | 492'371 | 49'475 CHF | 29'476 CHF | 99.78% | 99.78% |
13.05.2024 | 20.00% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 45'000 CHF | 13'750 CHF | 100.00% | 100.00% |
10.05.2024 | 20.58% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 999'298 | 250'000 | 43'667 CHF | 13'425 CHF | 100.00% | 100.00% |
08.05.2024 | 19.82% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 302'910 | 45'593 CHF | 17'003 CHF | 100.00% | 100.00% |
07.05.2024 | 29.08% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 29'467 CHF | 9'867 CHF | 99.85% | 99.85% |
06.05.2024 | 29.73% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 992'852 | 250'000 | 28'573 CHF | 9'697 CHF | 99.82% | 99.82% |
03.05.2024 | 29.26% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 29'277 CHF | 9'819 CHF | 100.00% | 100.00% |
02.05.2024 | 32.24% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 999'364 | 250'000 | 26'137 CHF | 9'038 CHF | 100.00% | 100.00% |
30.04.2024 | 27.16% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 31'976 CHF | 10'494 CHF | 100.00% | 100.00% |