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 | 10.50% | 0.10 CHF | 0.11 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 81'525 CHF | 30'175 CHF | 97.60% | 97.60% |
14.05.2024 | 12.09% | 0.08 CHF | 0.09 CHF | 900'000 | 300'000 | 909'057 | 309'057 | 70'838 CHF | 27'130 CHF | 93.97% | 93.97% |
13.05.2024 | 13.99% | 0.07 CHF | 0.08 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 66'818 CHF | 30'727 CHF | 91.98% | 91.98% |
10.05.2024 | 15.88% | 0.06 CHF | 0.07 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'013 | 58'362 CHF | 27'346 CHF | 96.32% | 96.32% |
08.05.2024 | 14.34% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 427'402 | 65'627 CHF | 32'035 CHF | 98.91% | 98.91% |
07.05.2024 | 38.22% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 21'334 CHF | 15'667 CHF | 99.60% | 99.60% |
06.05.2024 | 39.45% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'606 CHF | 15'303 CHF | 97.29% | 97.29% |
03.05.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'000 CHF | 15'000 CHF | 99.26% | 99.26% |
02.05.2024 | 45.89% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 16'888 CHF | 13'444 CHF | 99.45% | 99.45% |
30.04.2024 | 30.58% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 28'244 CHF | 19'122 CHF | 99.25% | 99.25% |