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 | 8.53% | 0.11 CHF | 0.12 CHF | 600'000 | 600'000 | 627'566 | 622'673 | 70'599 CHF | 76'213 CHF | 99.49% | 99.49% |
15.05.2024 | 14.58% | 0.07 CHF | 0.08 CHF | 925'000 | 475'000 | 959'286 | 485'283 | 61'043 CHF | 35'735 CHF | 100.00% | 100.00% |
14.05.2024 | 17.90% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 997'896 | 462'496 | 50'962 CHF | 28'440 CHF | 99.75% | 99.75% |
13.05.2024 | 14.42% | 0.07 CHF | 0.08 CHF | 875'000 | 450'000 | 957'572 | 484'274 | 61'687 CHF | 36'045 CHF | 100.00% | 100.00% |
10.05.2024 | 15.20% | 0.06 CHF | 0.07 CHF | 975'000 | 500'000 | 979'577 | 494'422 | 59'634 CHF | 35'044 CHF | 100.00% | 100.00% |
08.05.2024 | 19.69% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 999'927 | 283'801 | 45'857 CHF | 15'964 CHF | 100.00% | 100.00% |
07.05.2024 | 21.69% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 41'192 CHF | 12'798 CHF | 99.77% | 99.77% |
06.05.2024 | 23.55% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 37'601 CHF | 11'900 CHF | 99.78% | 99.78% |
03.05.2024 | 26.73% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 32'618 CHF | 10'655 CHF | 100.00% | 100.00% |
02.05.2024 | 21.89% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 989'006 | 250'000 | 40'761 CHF | 12'818 CHF | 100.00% | 100.00% |