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 | 3.71% | 0.25 CHF | 0.26 CHF | 600'000 | 200'000 | 599'977 | 200'000 | 159'328 CHF | 55'112 CHF | 98.49% | 98.49% |
15.05.2024 | 15.58% | 0.07 CHF | 0.08 CHF | 750'000 | 250'000 | 787'889 | 264'203 | 47'460 CHF | 18'525 CHF | 98.32% | 98.32% |
14.05.2024 | 30.94% | 0.03 CHF | 0.04 CHF | 1'000'000 | 400'000 | 1'000'000 | 503'428 | 28'293 CHF | 18'839 CHF | 99.36% | 99.36% |
13.05.2024 | 13.13% | 0.10 CHF | 0.11 CHF | 750'000 | 250'000 | 417'780 | 297'873 | 31'488 CHF | 24'611 CHF | 98.80% | 98.91% |
10.05.2024 | 13.75% | 0.07 CHF | 0.08 CHF | 1'000'000 | 400'000 | 409'429 | 315'633 | 27'286 CHF | 24'571 CHF | 99.37% | 99.37% |
08.05.2024 | 28.34% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 555'702 | 30'407 CHF | 22'420 CHF | 99.36% | 99.36% |
07.05.2024 | 40.26% | 0.03 CHF | 0.04 CHF | 1'000'000 | 750'000 | 999'965 | 749'968 | 20'600 CHF | 22'949 CHF | 94.61% | 94.61% |
06.05.2024 | 54.73% | 0.02 CHF | 0.03 CHF | 1'000'000 | 750'000 | 1'000'000 | 750'000 | 14'476 CHF | 18'357 CHF | 99.38% | 99.38% |
03.05.2024 | 63.33% | 0.01 CHF | 0.02 CHF | 1'000'000 | 750'000 | 1'000'000 | 750'000 | 11'252 CHF | 15'939 CHF | 75.20% | 99.36% |
02.05.2024 | 45.31% | 0.01 CHF | 0.02 CHF | 1'000'000 | 750'000 | 1'000'000 | 747'553 | 19'791 CHF | 22'226 CHF | 99.31% | 99.36% |