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 | 4.48% | 0.40 CHF | 0.42 CHF | 130'000 | 50'000 | 163'080 | 49'434 | 51'657 CHF | 16'621 CHF | 98.22% | 98.22% |
14.05.2024 | 12.50% | 0.22 CHF | 0.24 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 4'441 CHF | 5'018 CHF | 89.08% | 89.19% |
13.05.2024 | 12.61% | 0.09 CHF | 0.11 CHF | 500'000 | 50'000 | 484'659 | 50'000 | 47'803 CHF | 5'601 CHF | 58.81% | 58.81% |
10.05.2024 | 10.69% | 0.11 CHF | 0.12 CHF | 456'029 | 50'000 | 469'228 | 50'000 | 49'217 CHF | 5'863 CHF | 88.07% | 88.07% |
08.05.2024 | 12.20% | 0.10 CHF | 0.11 CHF | 500'000 | 50'000 | 499'884 | 50'000 | 49'271 CHF | 5'568 CHF | 98.79% | 98.79% |
07.05.2024 | 15.51% | 0.10 CHF | 0.11 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 41'542 CHF | 4'847 CHF | 85.11% | 85.11% |
06.05.2024 | 15.75% | 0.07 CHF | 0.08 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 34'521 CHF | 4'041 CHF | 100.00% | 100.00% |
03.05.2024 | 12.95% | 0.08 CHF | 0.09 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 43'772 CHF | 4'983 CHF | 96.73% | 96.73% |
02.05.2024 | 19.29% | 0.07 CHF | 0.08 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 31'785 CHF | 3'850 CHF | 99.13% | 99.13% |
30.04.2024 | 21.98% | 0.06 CHF | 0.07 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 28'289 CHF | 3'517 CHF | 90.36% | 90.36% |