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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29.05.2024 | 8.75% | 0.12 CHF | 0.13 CHF | 600'000 | 200'000 | 696'799 | 232'266 | 76'157 CHF | 27'708 CHF | 99.38% | 99.38% |
28.05.2024 | 12.01% | 0.09 CHF | 0.10 CHF | 750'000 | 250'000 | 811'311 | 270'437 | 63'566 CHF | 23'893 CHF | 99.34% | 99.34% |
27.05.2024 | 12.89% | 0.07 CHF | 0.08 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 65'565 CHF | 24'855 CHF | 98.93% | 98.93% |
24.05.2024 | 13.33% | 0.07 CHF | 0.08 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 63'011 CHF | 24'004 CHF | 99.37% | 99.37% |
23.05.2024 | 18.85% | 0.06 CHF | 0.07 CHF | 1'000'000 | 400'000 | 1'000'000 | 402'744 | 48'535 CHF | 23'550 CHF | 95.94% | 95.94% |
22.05.2024 | 14.05% | 0.05 CHF | 0.06 CHF | 1'000'000 | 400'000 | 912'429 | 312'429 | 60'640 CHF | 23'819 CHF | 99.40% | 99.40% |
21.05.2024 | 11.10% | 0.06 CHF | 0.07 CHF | 900'000 | 300'000 | 795'266 | 265'089 | 67'936 CHF | 25'296 CHF | 96.59% | 96.59% |
17.05.2024 | 11.53% | 0.09 CHF | 0.10 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 73'774 CHF | 27'591 CHF | 99.41% | 99.41% |
16.05.2024 | 13.18% | 0.08 CHF | 0.09 CHF | 900'000 | 300'000 | 946'742 | 346'742 | 67'165 CHF | 28'032 CHF | 99.37% | 99.37% |
15.05.2024 | 15.51% | 0.06 CHF | 0.07 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 59'552 CHF | 27'821 CHF | 99.40% | 99.40% |