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 | 20.22% | 0.05 CHF | 0.06 CHF | 2'000'000 | 400'000 | 2'000'000 | 387'650 | 89'732 CHF | 21'190 CHF | 94.74% | 94.74% |
14.05.2024 | 25.31% | 0.04 CHF | 0.05 CHF | 2'000'000 | 400'000 | 2'000'000 | 423'412 | 69'431 CHF | 18'836 CHF | 99.16% | 99.16% |
13.05.2024 | 21.61% | 0.04 CHF | 0.05 CHF | 2'000'000 | 400'000 | 2'000'000 | 400'000 | 82'701 CHF | 20'540 CHF | 98.53% | 98.53% |
10.05.2024 | 14.64% | 0.05 CHF | 0.06 CHF | 2'000'000 | 400'000 | 2'000'000 | 307'728 | 127'051 CHF | 22'577 CHF | 99.17% | 99.17% |
08.05.2024 | 14.81% | 0.05 CHF | 0.06 CHF | 2'000'000 | 400'000 | 2'000'000 | 355'033 | 128'003 CHF | 25'732 CHF | 99.17% | 99.17% |
07.05.2024 | 14.53% | 0.08 CHF | 0.09 CHF | 2'000'000 | 300'000 | 2'000'000 | 343'489 | 128'825 CHF | 25'285 CHF | 97.90% | 97.90% |
06.05.2024 | 22.91% | 0.04 CHF | 0.05 CHF | 2'000'000 | 400'000 | 2'000'000 | 457'345 | 77'884 CHF | 22'247 CHF | 99.17% | 99.17% |
03.05.2024 | 27.50% | 0.03 CHF | 0.04 CHF | 2'000'000 | 500'000 | 2'000'000 | 499'789 | 63'588 CHF | 20'886 CHF | 99.16% | 99.16% |
02.05.2024 | 24.65% | 0.03 CHF | 0.04 CHF | 2'000'000 | 500'000 | 2'000'000 | 479'593 | 72'388 CHF | 21'993 CHF | 99.15% | 99.15% |
30.04.2024 | 20.04% | 0.04 CHF | 0.05 CHF | 2'000'000 | 500'000 | 2'000'000 | 474'481 | 92'191 CHF | 26'366 CHF | 99.17% | 99.17% |