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 | 17.45% | 0.05 CHF | 0.06 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'628 | 52'634 CHF | 25'091 CHF | 98.91% | 98.91% |
15.05.2024 | 11.38% | 0.07 CHF | 0.08 CHF | 1'000'000 | 400'000 | 925'105 | 325'105 | 77'308 CHF | 30'199 CHF | 98.80% | 98.80% |
14.05.2024 | 13.08% | 0.08 CHF | 0.09 CHF | 900'000 | 300'000 | 996'381 | 396'381 | 71'617 CHF | 32'437 CHF | 98.42% | 98.42% |
13.05.2024 | 17.88% | 0.06 CHF | 0.07 CHF | 1'000'000 | 400'000 | 1'000'000 | 453'230 | 51'274 CHF | 27'657 CHF | 95.20% | 95.20% |
10.05.2024 | 15.61% | 0.06 CHF | 0.07 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 59'186 CHF | 27'674 CHF | 98.88% | 98.88% |
08.05.2024 | 7.64% | 0.10 CHF | 0.11 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 57'402 CHF | 20'634 CHF | 98.90% | 98.90% |
07.05.2024 | 6.31% | 0.17 CHF | 0.18 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 69'872 CHF | 24'791 CHF | 97.82% | 97.82% |
06.05.2024 | 7.67% | 0.12 CHF | 0.13 CHF | 600'000 | 200'000 | 541'671 | 180'557 | 67'906 CHF | 24'441 CHF | 99.07% | 99.07% |
03.05.2024 | 10.15% | 0.09 CHF | 0.10 CHF | 600'000 | 200'000 | 624'684 | 208'228 | 58'671 CHF | 21'639 CHF | 98.62% | 98.62% |
02.05.2024 | 10.42% | 0.09 CHF | 0.10 CHF | 750'000 | 250'000 | 727'329 | 242'443 | 66'096 CHF | 24'457 CHF | 99.04% | 99.04% |