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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29.05.2024 | 15.72% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 828'957 | 364'282 | 48'945 CHF | 26'054 CHF | 99.45% | 99.45% |
28.05.2024 | 11.73% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 626'499 | 334'431 | 50'333 CHF | 30'383 CHF | 99.75% | 99.75% |
27.05.2024 | 10.89% | 0.09 CHF | 0.10 CHF | 625'000 | 325'000 | 582'972 | 301'891 | 50'697 CHF | 29'257 CHF | 99.33% | 99.33% |
24.05.2024 | 9.79% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 523'847 | 436'329 | 50'897 CHF | 47'676 CHF | 100.00% | 100.00% |
23.05.2024 | 10.93% | 0.09 CHF | 0.10 CHF | 625'000 | 325'000 | 593'347 | 307'472 | 51'349 CHF | 29'689 CHF | 99.56% | 99.56% |
22.05.2024 | 9.19% | 0.10 CHF | 0.11 CHF | 625'000 | 325'000 | 495'158 | 401'477 | 51'370 CHF | 47'186 CHF | 98.23% | 98.23% |
21.05.2024 | 9.19% | 0.12 CHF | 0.13 CHF | 400'000 | 400'000 | 491'797 | 402'516 | 51'039 CHF | 47'897 CHF | 100.00% | 100.00% |
17.05.2024 | 12.37% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 668'299 | 344'080 | 50'697 CHF | 29'524 CHF | 100.00% | 100.00% |
16.05.2024 | 11.49% | 0.09 CHF | 0.10 CHF | 625'000 | 325'000 | 620'559 | 317'376 | 50'955 CHF | 29'226 CHF | 99.76% | 99.76% |
15.05.2024 | 7.82% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 421'670 | 421'672 | 51'818 CHF | 56'035 CHF | 100.00% | 100.00% |