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 | 40.40% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 19'849 CHF | 14'925 CHF | 98.00% | 98.00% |
06.05.2024 | 38.11% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 21'656 CHF | 15'828 CHF | 96.85% | 96.85% |
03.05.2024 | 39.97% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'025 CHF | 15'013 CHF | 98.86% | 98.86% |
02.05.2024 | 30.18% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 28'590 CHF | 19'295 CHF | 99.24% | 99.24% |
30.04.2024 | 28.48% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'144 CHF | 20'072 CHF | 99.24% | 99.24% |
29.04.2024 | 26.86% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 32'698 CHF | 21'349 CHF | 99.56% | 99.56% |
26.04.2024 | 20.25% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 451'358 | 44'891 CHF | 24'609 CHF | 99.56% | 99.56% |
25.04.2024 | 13.50% | 0.07 CHF | 0.08 CHF | 1'000'000 | 400'000 | 990'832 | 390'832 | 69'253 CHF | 31'114 CHF | 99.48% | 99.48% |
24.04.2024 | 5.29% | 0.19 CHF | 0.20 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 110'558 CHF | 38'853 CHF | 99.55% | 99.55% |
23.04.2024 | 5.18% | 0.19 CHF | 0.20 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 112'936 CHF | 39'645 CHF | 99.38% | 99.38% |