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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16.05.2024 | 13.28% | 0.07 CHF | 0.08 CHF | 750'000 | 250'000 | 747'574 | 249'191 | 52'538 CHF | 20'005 CHF | 99.34% | 99.34% |
15.05.2024 | 14.18% | 0.08 CHF | 0.09 CHF | 750'000 | 250'000 | 747'570 | 249'190 | 49'355 CHF | 18'943 CHF | 98.77% | 98.77% |
14.05.2024 | 12.51% | 0.08 CHF | 0.09 CHF | 750'000 | 250'000 | 730'638 | 243'546 | 54'885 CHF | 20'731 CHF | 96.85% | 96.85% |
13.05.2024 | 10.67% | 0.09 CHF | 0.10 CHF | 600'000 | 200'000 | 614'373 | 204'791 | 54'525 CHF | 20'223 CHF | 94.59% | 94.59% |
10.05.2024 | 13.87% | 0.07 CHF | 0.08 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 50'523 CHF | 19'341 CHF | 99.54% | 99.54% |
08.05.2024 | 17.59% | 0.05 CHF | 0.06 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 46'915 CHF | 18'638 CHF | 99.58% | 99.58% |
07.05.2024 | 21.36% | 0.05 CHF | 0.06 CHF | 900'000 | 300'000 | 989'817 | 389'817 | 41'635 CHF | 20'247 CHF | 98.04% | 98.04% |
06.05.2024 | 24.58% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 417'727 | 36'287 CHF | 19'224 CHF | 97.17% | 97.17% |
03.05.2024 | 18.97% | 0.04 CHF | 0.05 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 48'059 CHF | 23'224 CHF | 98.17% | 98.17% |
02.05.2024 | 20.49% | 0.05 CHF | 0.06 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 44'279 CHF | 21'711 CHF | 99.27% | 99.27% |