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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 7.78% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 416'993 | 417'001 | 51'623 CHF | 55'794 CHF | 100.00% | 100.00% |
16.05.2024 | 7.46% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 403'437 | 403'437 | 52'092 CHF | 56'126 CHF | 99.83% | 99.83% |
15.05.2024 | 6.79% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 371'357 | 371'356 | 52'836 CHF | 56'550 CHF | 100.00% | 100.00% |
14.05.2024 | 8.92% | 0.13 CHF | 0.14 CHF | 475'000 | 475'000 | 482'518 | 482'516 | 51'755 CHF | 56'580 CHF | 99.72% | 99.72% |
13.05.2024 | 8.13% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 434'922 | 434'926 | 51'312 CHF | 55'662 CHF | 100.00% | 100.00% |
10.05.2024 | 11.73% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 620'884 | 366'603 | 50'048 CHF | 33'945 CHF | 100.00% | 100.00% |
08.05.2024 | 12.57% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 674'268 | 357'900 | 50'214 CHF | 30'393 CHF | 100.00% | 100.00% |
07.05.2024 | 6.68% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 366'857 | 353'289 | 52'665 CHF | 54'958 CHF | 99.65% | 99.65% |
06.05.2024 | 28.46% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 30'236 CHF | 10'059 CHF | 99.76% | 99.76% |
03.05.2024 | 33.13% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 25'214 CHF | 8'804 CHF | 100.00% | 100.00% |