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 | 18.89% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 427'152 | 48'057 CHF | 24'976 CHF | 100.00% | 100.00% |
15.05.2024 | 16.11% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 888'335 | 448'327 | 50'700 CHF | 30'076 CHF | 100.00% | 100.00% |
14.05.2024 | 13.73% | 0.07 CHF | 0.08 CHF | 800'000 | 400'000 | 765'054 | 385'854 | 51'911 CHF | 30'039 CHF | 92.21% | 92.21% |
13.05.2024 | 13.72% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 767'962 | 391'688 | 52'167 CHF | 30'518 CHF | 100.00% | 100.00% |
10.05.2024 | 13.75% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 749'998 | 381'448 | 50'811 CHF | 29'655 CHF | 100.00% | 100.00% |
08.05.2024 | 11.08% | 0.09 CHF | 0.10 CHF | 625'000 | 325'000 | 602'781 | 308'491 | 51'402 CHF | 29'389 CHF | 100.00% | 100.00% |
07.05.2024 | 9.31% | 0.09 CHF | 0.10 CHF | 550'000 | 550'000 | 517'068 | 514'227 | 52'977 CHF | 57'852 CHF | 100.00% | 100.00% |
06.05.2024 | 7.34% | 0.13 CHF | 0.14 CHF | 425'000 | 425'000 | 428'919 | 428'918 | 56'316 CHF | 60'605 CHF | 100.00% | 100.00% |
03.05.2024 | 6.33% | 0.15 CHF | 0.16 CHF | 375'000 | 375'000 | 380'334 | 380'326 | 58'253 CHF | 62'056 CHF | 97.86% | 97.86% |
02.05.2024 | 5.84% | 0.18 CHF | 0.19 CHF | 350'000 | 350'000 | 366'520 | 366'528 | 60'955 CHF | 64'621 CHF | 100.00% | 100.00% |