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 | 20.87% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 999'609 | 297'654 | 43'218 CHF | 16'113 CHF | 99.75% | 99.75% |
15.05.2024 | 19.81% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 993'267 | 323'379 | 45'470 CHF | 18'438 CHF | 100.00% | 100.00% |
14.05.2024 | 17.26% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 948'436 | 474'592 | 50'229 CHF | 29'900 CHF | 100.00% | 100.00% |
13.05.2024 | 19.56% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 999'647 | 310'207 | 46'193 CHF | 17'639 CHF | 100.00% | 100.00% |
10.05.2024 | 16.30% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 903'471 | 462'064 | 50'929 CHF | 30'661 CHF | 100.00% | 100.00% |
08.05.2024 | 15.77% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 871'107 | 442'191 | 50'888 CHF | 30'248 CHF | 100.00% | 100.00% |
07.05.2024 | 18.36% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 979'991 | 407'984 | 48'620 CHF | 24'675 CHF | 99.75% | 99.75% |
06.05.2024 | 17.02% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 929'928 | 452'095 | 50'072 CHF | 29'013 CHF | 99.51% | 99.51% |
03.05.2024 | 18.17% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 975'240 | 418'423 | 48'947 CHF | 25'534 CHF | 99.70% | 99.70% |
02.05.2024 | 18.95% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 993'372 | 365'799 | 47'583 CHF | 21'486 CHF | 100.00% | 100.00% |