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 | 6.69% | 0.26 CHF | 0.27 CHF | 200'000 | 50'000 | 244'866 | 49'433 | 50'685 CHF | 11'065 CHF | 98.10% | 98.10% |
14.05.2024 | 16.20% | 0.15 CHF | 0.18 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 3'380 CHF | 3'967 CHF | 88.77% | 88.77% |
13.05.2024 | 14.53% | 0.09 CHF | 0.11 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 47'482 CHF | 5'489 CHF | 97.43% | 97.43% |
10.05.2024 | 12.87% | 0.10 CHF | 0.12 CHF | 500'000 | 50'000 | 489'914 | 50'000 | 49'067 CHF | 5'706 CHF | 98.74% | 98.74% |
08.05.2024 | 13.69% | 0.10 CHF | 0.11 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 47'784 CHF | 5'477 CHF | 98.79% | 98.79% |
07.05.2024 | 15.21% | 0.10 CHF | 0.11 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 42'625 CHF | 4'963 CHF | 82.64% | 82.64% |
06.05.2024 | 14.68% | 0.08 CHF | 0.09 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 39'047 CHF | 4'519 CHF | 100.00% | 100.00% |
03.05.2024 | 12.77% | 0.08 CHF | 0.10 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 44'457 CHF | 5'049 CHF | 96.74% | 96.74% |
02.05.2024 | 18.42% | 0.08 CHF | 0.09 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 36'059 CHF | 4'335 CHF | 99.13% | 99.13% |
30.04.2024 | 17.55% | 0.07 CHF | 0.08 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 33'618 CHF | 4'000 CHF | 90.36% | 90.36% |