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 | 7.15% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 386'778 | 386'779 | 52'179 CHF | 56'046 CHF | 99.84% | 99.84% |
15.05.2024 | 8.32% | 0.14 CHF | 0.15 CHF | 400'000 | 400'000 | 449'243 | 447'778 | 51'813 CHF | 56'144 CHF | 100.00% | 100.00% |
14.05.2024 | 11.78% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 631'452 | 330'979 | 50'463 CHF | 29'797 CHF | 99.01% | 99.01% |
13.05.2024 | 10.33% | 0.08 CHF | 0.09 CHF | 600'000 | 300'000 | 553'362 | 375'189 | 50'796 CHF | 38'892 CHF | 100.00% | 100.00% |
10.05.2024 | 9.79% | 0.09 CHF | 0.10 CHF | 475'000 | 475'000 | 522'582 | 418'653 | 50'762 CHF | 45'487 CHF | 100.00% | 100.00% |
08.05.2024 | 9.94% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 536'801 | 389'352 | 51'352 CHF | 42'160 CHF | 100.00% | 100.00% |
07.05.2024 | 11.47% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 619'590 | 343'082 | 50'961 CHF | 32'012 CHF | 99.82% | 99.82% |
06.05.2024 | 24.24% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 992'454 | 250'000 | 36'465 CHF | 11'692 CHF | 99.77% | 99.77% |
03.05.2024 | 39.08% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 21'268 CHF | 7'817 CHF | 99.23% | 99.23% |
02.05.2024 | 48.22% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 996'163 | 250'000 | 15'830 CHF | 6'472 CHF | 100.00% | 100.00% |