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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 6.99% | 0.12 CHF | 0.13 CHF | 400'000 | 400'000 | 378'380 | 378'381 | 52'247 CHF | 56'031 CHF | 100.00% | 100.00% |
16.05.2024 | 10.47% | 0.10 CHF | 0.11 CHF | 475'000 | 475'000 | 560'142 | 400'668 | 50'676 CHF | 41'694 CHF | 99.84% | 99.84% |
15.05.2024 | 10.74% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 584'174 | 307'190 | 51'488 CHF | 30'193 CHF | 100.00% | 100.00% |
14.05.2024 | 15.83% | 0.09 CHF | 0.10 CHF | 625'000 | 325'000 | 832'791 | 343'250 | 48'912 CHF | 24'808 CHF | 99.76% | 99.76% |
13.05.2024 | 29.51% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 999'880 | 250'000 | 29'265 CHF | 9'817 CHF | 100.00% | 100.00% |
10.05.2024 | 25.27% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 990'329 | 250'000 | 34'619 CHF | 11'227 CHF | 100.00% | 100.00% |
08.05.2024 | 23.54% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 37'729 CHF | 11'932 CHF | 100.00% | 100.00% |
07.05.2024 | 30.20% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 28'360 CHF | 9'590 CHF | 99.77% | 99.77% |
06.05.2024 | 31.98% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 26'524 CHF | 9'131 CHF | 99.77% | 99.77% |
03.05.2024 | 41.45% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 19'352 CHF | 7'338 CHF | 100.00% | 100.00% |