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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16.05.2024 | 7.94% | 0.12 CHF | 0.13 CHF | 475'000 | 475'000 | 425'505 | 425'507 | 51'480 CHF | 55'736 CHF | 88.65% | 88.65% |
15.05.2024 | 9.18% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 487'104 | 424'384 | 50'642 CHF | 49'221 CHF | 90.66% | 90.66% |
14.05.2024 | 12.67% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 684'244 | 353'120 | 50'584 CHF | 29'614 CHF | 98.97% | 98.97% |
13.05.2024 | 11.47% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 611'902 | 315'062 | 50'344 CHF | 29'064 CHF | 100.00% | 100.00% |
10.05.2024 | 11.19% | 0.08 CHF | 0.09 CHF | 575'000 | 300'000 | 598'731 | 314'120 | 50'534 CHF | 29'702 CHF | 99.89% | 99.89% |
08.05.2024 | 11.34% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 607'946 | 336'945 | 50'588 CHF | 31'751 CHF | 99.32% | 99.32% |
07.05.2024 | 13.35% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 724'757 | 371'467 | 50'666 CHF | 29'716 CHF | 99.83% | 99.83% |
06.05.2024 | 30.89% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 992'474 | 250'000 | 27'739 CHF | 9'491 CHF | 99.77% | 99.77% |
03.05.2024 | 52.16% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'044 CHF | 6'261 CHF | 100.00% | 100.00% |
02.05.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 996'236 | 250'000 | 9'962 CHF | 5'000 CHF | 100.00% | 100.00% |