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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 13.34% | 0.08 CHF | 0.09 CHF | 775'000 | 400'000 | 727'768 | 375'474 | 50'916 CHF | 30'038 CHF | 100.00% | 100.00% |
14.05.2024 | 15.47% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 854'885 | 432'501 | 50'964 CHF | 30'107 CHF | 99.76% | 99.76% |
13.05.2024 | 16.29% | 0.05 CHF | 0.06 CHF | 925'000 | 475'000 | 896'853 | 457'102 | 50'577 CHF | 30'338 CHF | 100.00% | 100.00% |
10.05.2024 | 11.64% | 0.07 CHF | 0.08 CHF | 675'000 | 350'000 | 631'450 | 317'146 | 51'149 CHF | 28'853 CHF | 100.00% | 100.00% |
08.05.2024 | 22.96% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 992'604 | 256'238 | 38'372 CHF | 12'479 CHF | 96.84% | 96.84% |
07.05.2024 | 18.98% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 998'383 | 402'984 | 47'717 CHF | 23'508 CHF | 99.83% | 99.83% |
06.05.2024 | 16.74% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 925'344 | 466'624 | 50'678 CHF | 30'247 CHF | 99.75% | 99.75% |
03.05.2024 | 20.81% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 994'399 | 250'444 | 43'014 CHF | 13'350 CHF | 98.73% | 98.73% |
02.05.2024 | 19.85% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 316'498 | 45'594 CHF | 17'884 CHF | 100.00% | 100.00% |
30.04.2024 | 16.13% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 886'824 | 447'204 | 50'549 CHF | 29'957 CHF | 100.00% | 100.00% |