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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 5.03% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 267'589 | 267'589 | 51'853 CHF | 54'529 CHF | 100.00% | 100.00% |
10.05.2024 | 3.50% | 0.24 CHF | 0.25 CHF | 200'000 | 200'000 | 190'283 | 189'216 | 53'457 CHF | 55'105 CHF | 99.80% | 99.80% |
08.05.2024 | 9.94% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 536'274 | 411'513 | 51'376 CHF | 44'886 CHF | 100.00% | 100.00% |
07.05.2024 | 19.50% | 0.09 CHF | 0.10 CHF | 725'000 | 375'000 | 940'135 | 308'341 | 44'770 CHF | 18'885 CHF | 100.00% | 100.00% |
06.05.2024 | 32.93% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 997'215 | 250'000 | 26'190 CHF | 9'061 CHF | 100.00% | 100.00% |
03.05.2024 | 33.48% | 0.02 CHF | 0.03 CHF | 250'000 | 250'000 | 955'251 | 250'000 | 24'167 CHF | 8'781 CHF | 95.86% | 95.86% |
02.05.2024 | 32.15% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 26'264 CHF | 9'066 CHF | 100.00% | 100.00% |
30.04.2024 | 22.50% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 999'133 | 266'283 | 39'803 CHF | 13'431 CHF | 100.00% | 100.00% |
29.04.2024 | 13.79% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 750'811 | 384'893 | 50'637 CHF | 29'824 CHF | 100.00% | 100.00% |
26.04.2024 | 14.20% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 778'130 | 402'694 | 50'860 CHF | 30'634 CHF | 99.84% | 99.84% |