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 | 5.01% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 269'547 | 269'550 | 52'418 CHF | 55'115 CHF | 89.48% | 89.48% |
14.05.2024 | 6.03% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 321'813 | 321'812 | 51'726 CHF | 54'944 CHF | 87.07% | 87.07% |
13.05.2024 | 6.02% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 323'002 | 323'004 | 52'009 CHF | 55'239 CHF | 92.02% | 92.02% |
10.05.2024 | 6.65% | 0.15 CHF | 0.16 CHF | 325'000 | 325'000 | 362'389 | 362'389 | 52'671 CHF | 56'294 CHF | 85.86% | 85.86% |
08.05.2024 | 9.86% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 522'254 | 431'737 | 50'357 CHF | 46'453 CHF | 97.26% | 97.26% |
07.05.2024 | 13.72% | 0.09 CHF | 0.10 CHF | 675'000 | 350'000 | 753'984 | 382'520 | 51'186 CHF | 29'854 CHF | 100.00% | 100.00% |
06.05.2024 | 19.70% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 995'844 | 342'442 | 45'891 CHF | 19'628 CHF | 100.00% | 100.00% |
03.05.2024 | 24.38% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 995'253 | 250'000 | 35'949 CHF | 11'541 CHF | 97.86% | 97.86% |
02.05.2024 | 24.59% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 249'849 | 36'063 CHF | 11'509 CHF | 100.00% | 100.00% |
30.04.2024 | 19.36% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 986'273 | 429'103 | 46'150 CHF | 24'554 CHF | 100.00% | 100.00% |