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 | 10.61% | 0.07 CHF | 0.08 CHF | 600'000 | 300'000 | 555'289 | 371'620 | 49'629 CHF | 37'803 CHF | 99.83% | 99.83% |
15.05.2024 | 6.26% | 0.16 CHF | 0.17 CHF | 350'000 | 350'000 | 336'445 | 336'441 | 52'073 CHF | 55'437 CHF | 99.34% | 99.34% |
14.05.2024 | 6.96% | 0.19 CHF | 0.20 CHF | 300'000 | 300'000 | 376'781 | 376'778 | 52'322 CHF | 56'089 CHF | 99.00% | 99.00% |
13.05.2024 | 7.92% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 428'304 | 422'101 | 51'970 CHF | 55'529 CHF | 100.00% | 100.00% |
10.05.2024 | 12.39% | 0.10 CHF | 0.11 CHF | 575'000 | 300'000 | 664'755 | 344'436 | 50'421 CHF | 29'574 CHF | 100.00% | 100.00% |
08.05.2024 | 21.93% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 40'803 CHF | 12'701 CHF | 100.00% | 100.00% |
07.05.2024 | 40.58% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'913 CHF | 7'728 CHF | 99.82% | 99.82% |
06.05.2024 | 49.80% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'672 CHF | 6'418 CHF | 99.78% | 99.78% |
03.05.2024 | 40.62% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'068 CHF | 7'517 CHF | 100.00% | 100.00% |
02.05.2024 | 26.84% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 990'335 | 250'000 | 32'347 CHF | 10'673 CHF | 100.00% | 100.00% |