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 | 9.62% | 0.11 CHF | 0.12 CHF | 425'000 | 425'000 | 513'070 | 434'424 | 50'765 CHF | 48'181 CHF | 99.66% | 99.66% |
15.05.2024 | 11.82% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 631'139 | 325'487 | 50'285 CHF | 29'176 CHF | 100.00% | 100.00% |
14.05.2024 | 19.21% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 952'627 | 323'422 | 45'439 CHF | 19'483 CHF | 99.80% | 99.80% |
13.05.2024 | 15.81% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 869'647 | 441'246 | 50'664 CHF | 30'115 CHF | 100.00% | 100.00% |
10.05.2024 | 14.15% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 756'140 | 390'678 | 49'744 CHF | 29'603 CHF | 100.00% | 100.00% |
08.05.2024 | 19.95% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 995'370 | 291'818 | 45'100 CHF | 16'380 CHF | 100.00% | 100.00% |
07.05.2024 | 19.58% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 999'218 | 347'352 | 46'248 CHF | 19'853 CHF | 99.79% | 99.79% |
06.05.2024 | 26.48% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 33'005 CHF | 10'751 CHF | 99.77% | 99.77% |
03.05.2024 | 35.76% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 23'225 CHF | 8'306 CHF | 100.00% | 100.00% |
02.05.2024 | 40.70% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 988'235 | 250'000 | 19'485 CHF | 7'436 CHF | 100.00% | 100.00% |