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 | 1.41% | 0.69 CHF | 0.70 CHF | 75'000 | 75'000 | 76'254 | 76'254 | 53'656 CHF | 54'419 CHF | 98.90% | 98.90% |
15.05.2024 | 2.05% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 114'886 | 114'886 | 55'532 CHF | 56'681 CHF | 98.85% | 98.85% |
14.05.2024 | 3.05% | 0.39 CHF | 0.40 CHF | 150'000 | 150'000 | 166'243 | 166'240 | 53'848 CHF | 55'510 CHF | 91.37% | 91.37% |
13.05.2024 | 2.97% | 0.33 CHF | 0.34 CHF | 150'000 | 150'000 | 164'228 | 164'229 | 54'393 CHF | 56'035 CHF | 100.00% | 100.00% |
10.05.2024 | 3.63% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 202'003 | 202'003 | 54'525 CHF | 56'545 CHF | 100.00% | 100.00% |
08.05.2024 | 8.55% | 0.12 CHF | 0.13 CHF | 400'000 | 400'000 | 464'922 | 458'205 | 52'028 CHF | 55'895 CHF | 100.00% | 100.00% |
07.05.2024 | 16.74% | 0.09 CHF | 0.10 CHF | 725'000 | 375'000 | 895'125 | 390'532 | 49'434 CHF | 26'239 CHF | 100.00% | 100.00% |
06.05.2024 | 28.79% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 30'360 CHF | 10'090 CHF | 100.00% | 100.00% |
03.05.2024 | 32.87% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 995'203 | 250'000 | 25'436 CHF | 8'903 CHF | 97.86% | 97.86% |
02.05.2024 | 32.47% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 26'364 CHF | 9'091 CHF | 100.00% | 100.00% |