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 | 19.56% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 346'361 | 46'335 CHF | 19'839 CHF | 99.75% | 99.75% |
06.05.2024 | 18.88% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 989'795 | 386'705 | 47'596 CHF | 22'783 CHF | 99.52% | 99.52% |
03.05.2024 | 21.10% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 255'173 | 42'554 CHF | 13'440 CHF | 99.57% | 99.57% |
02.05.2024 | 21.56% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 996'993 | 250'000 | 41'358 CHF | 12'872 CHF | 100.00% | 100.00% |
30.04.2024 | 17.88% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 962'179 | 427'783 | 49'173 CHF | 26'494 CHF | 100.00% | 100.00% |
29.04.2024 | 16.33% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 904'773 | 460'196 | 50'893 CHF | 30'479 CHF | 99.84% | 99.84% |
26.04.2024 | 17.65% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 973'783 | 490'995 | 50'330 CHF | 30'301 CHF | 100.00% | 100.00% |
25.04.2024 | 17.24% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 952'779 | 478'333 | 50'509 CHF | 30'167 CHF | 84.36% | 84.36% |
24.04.2024 | 14.59% | 0.06 CHF | 0.07 CHF | 775'000 | 400'000 | 796'108 | 407'574 | 50'565 CHF | 29'973 CHF | 100.00% | 100.00% |
23.04.2024 | 17.38% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 960'077 | 486'691 | 50'452 CHF | 30'458 CHF | 100.00% | 100.00% |