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 | 24.89% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 992'779 | 250'000 | 35'153 CHF | 11'352 CHF | 99.26% | 99.26% |
15.05.2024 | 16.95% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 910'830 | 416'715 | 49'347 CHF | 27'149 CHF | 99.39% | 99.39% |
14.05.2024 | 18.84% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 992'168 | 420'225 | 47'850 CHF | 24'741 CHF | 99.17% | 99.17% |
13.05.2024 | 25.45% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 995'093 | 250'000 | 34'381 CHF | 11'138 CHF | 99.39% | 99.39% |
10.05.2024 | 22.56% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 990'044 | 250'000 | 38'990 CHF | 12'348 CHF | 99.38% | 99.38% |
08.05.2024 | 19.84% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 961'743 | 364'312 | 44'762 CHF | 21'528 CHF | 99.39% | 99.39% |
07.05.2024 | 13.55% | 0.09 CHF | 0.10 CHF | 625'000 | 325'000 | 735'626 | 378'658 | 50'541 CHF | 29'833 CHF | 99.24% | 99.24% |
06.05.2024 | 15.90% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 862'956 | 418'787 | 50'024 CHF | 28'791 CHF | 99.20% | 99.20% |
03.05.2024 | 20.39% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 990'794 | 301'456 | 44'001 CHF | 16'692 CHF | 99.39% | 99.39% |
02.05.2024 | 19.88% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 980'286 | 287'411 | 44'561 CHF | 16'157 CHF | 99.39% | 99.39% |