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 | 20.13% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 273'449 | 44'793 CHF | 15'090 CHF | 99.91% | 99.91% |
15.05.2024 | 18.53% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 453'961 | 49'030 CHF | 26'983 CHF | 100.00% | 100.00% |
14.05.2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 999'618 | 499'872 | 49'981 CHF | 29'992 CHF | 99.77% | 99.77% |
13.05.2024 | 16.66% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 923'257 | 473'838 | 50'801 CHF | 30'811 CHF | 100.00% | 100.00% |
10.05.2024 | 15.38% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 849'617 | 424'872 | 50'977 CHF | 29'741 CHF | 100.00% | 100.00% |
08.05.2024 | 14.29% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 771'116 | 398'889 | 50'123 CHF | 29'917 CHF | 96.88% | 96.88% |
07.05.2024 | 14.29% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 775'000 | 400'000 | 50'375 CHF | 30'000 CHF | 99.83% | 99.83% |
06.05.2024 | 13.51% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 729'082 | 378'151 | 50'326 CHF | 29'885 CHF | 99.76% | 99.76% |
03.05.2024 | 13.33% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 725'000 | 375'000 | 50'780 CHF | 30'015 CHF | 100.00% | 100.00% |
02.05.2024 | 13.64% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 740'784 | 382'891 | 50'613 CHF | 29'990 CHF | 100.00% | 100.00% |