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 | 1.10% | 0.89 CHF | 0.90 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 67'773 CHF | 68'523 CHF | 98.88% | 98.88% |
15.05.2024 | 1.46% | 0.80 CHF | 0.81 CHF | 75'000 | 75'000 | 87'268 | 87'268 | 59'199 CHF | 60'071 CHF | 98.28% | 98.28% |
14.05.2024 | 1.95% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 111'601 | 111'601 | 56'686 CHF | 57'802 CHF | 91.31% | 91.31% |
13.05.2024 | 1.93% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 104'425 | 104'423 | 53'523 CHF | 54'566 CHF | 100.00% | 100.00% |
10.05.2024 | 2.25% | 0.47 CHF | 0.48 CHF | 100'000 | 100'000 | 126'357 | 126'356 | 55'525 CHF | 56'788 CHF | 100.00% | 100.00% |
08.05.2024 | 4.51% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 247'008 | 247'007 | 53'512 CHF | 55'982 CHF | 100.00% | 100.00% |
07.05.2024 | 8.63% | 0.17 CHF | 0.18 CHF | 375'000 | 375'000 | 476'240 | 406'815 | 52'770 CHF | 50'681 CHF | 100.00% | 100.00% |
06.05.2024 | 16.46% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 890'601 | 421'227 | 49'764 CHF | 28'091 CHF | 100.00% | 100.00% |
03.05.2024 | 20.84% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 988'168 | 287'158 | 42'719 CHF | 15'626 CHF | 97.86% | 97.86% |
02.05.2024 | 20.27% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 988'392 | 353'278 | 44'619 CHF | 20'131 CHF | 100.00% | 100.00% |