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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 4.53% | 0.24 CHF | 0.25 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 97'904 CHF | 34'135 CHF | 99.53% | 99.53% |
14.05.2024 | 6.44% | 0.15 CHF | 0.16 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 67'893 CHF | 24'131 CHF | 99.37% | 99.37% |
13.05.2024 | 7.75% | 0.15 CHF | 0.16 CHF | 450'000 | 150'000 | 518'184 | 172'728 | 65'887 CHF | 23'690 CHF | 98.80% | 98.80% |
10.05.2024 | 18.29% | 0.05 CHF | 0.06 CHF | 750'000 | 250'000 | 817'299 | 283'866 | 43'355 CHF | 17'560 CHF | 99.36% | 99.36% |
08.05.2024 | 49.42% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 17'288 CHF | 13'644 CHF | 99.37% | 99.37% |
07.05.2024 | 58.38% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 999'973 | 500'000 | 13'108 CHF | 11'554 CHF | 98.16% | 98.16% |
06.05.2024 | 28.61% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 29'963 CHF | 19'982 CHF | 99.38% | 99.38% |
03.05.2024 | 27.25% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 32'088 CHF | 21'044 CHF | 99.35% | 99.35% |
02.05.2024 | 32.16% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 26'869 CHF | 18'435 CHF | 99.36% | 99.36% |
30.04.2024 | 22.39% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 39'730 CHF | 24'865 CHF | 99.38% | 99.38% |