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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 9.95% | 0.11 CHF | 0.12 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 57'483 CHF | 21'161 CHF | 99.47% | 99.47% |
16.05.2024 | 11.18% | 0.08 CHF | 0.09 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 50'959 CHF | 18'986 CHF | 99.56% | 99.56% |
15.05.2024 | 9.88% | 0.10 CHF | 0.11 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 57'929 CHF | 21'310 CHF | 99.69% | 99.69% |
14.05.2024 | 11.25% | 0.10 CHF | 0.11 CHF | 600'000 | 200'000 | 643'879 | 214'626 | 54'144 CHF | 20'194 CHF | 99.61% | 99.61% |
13.05.2024 | 10.18% | 0.09 CHF | 0.10 CHF | 600'000 | 200'000 | 605'006 | 201'669 | 56'772 CHF | 20'941 CHF | 99.06% | 99.06% |
10.05.2024 | 10.91% | 0.08 CHF | 0.09 CHF | 750'000 | 250'000 | 718'243 | 239'414 | 62'303 CHF | 23'162 CHF | 99.40% | 99.40% |
08.05.2024 | 19.31% | 0.05 CHF | 0.06 CHF | 1'000'000 | 400'000 | 991'529 | 391'529 | 46'928 CHF | 22'388 CHF | 99.56% | 99.56% |
07.05.2024 | 20.80% | 0.05 CHF | 0.06 CHF | 1'000'000 | 400'000 | 1'000'000 | 401'626 | 43'525 CHF | 21'492 CHF | 99.58% | 99.58% |
06.05.2024 | 29.85% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 28'879 CHF | 19'440 CHF | 99.57% | 99.57% |
03.05.2024 | 27.42% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 32'094 CHF | 21'047 CHF | 99.71% | 99.71% |