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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 3.55% | 0.29 CHF | 0.30 CHF | 175'000 | 175'000 | 192'900 | 192'900 | 53'383 CHF | 55'312 CHF | 100.00% | 100.00% |
14.05.2024 | 4.46% | 0.25 CHF | 0.26 CHF | 225'000 | 225'000 | 244'011 | 244'010 | 53'504 CHF | 55'944 CHF | 99.72% | 99.72% |
13.05.2024 | 4.23% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 228'782 | 228'780 | 52'912 CHF | 55'199 CHF | 100.00% | 100.00% |
10.05.2024 | 5.85% | 0.19 CHF | 0.20 CHF | 250'000 | 250'000 | 313'265 | 313'263 | 51'973 CHF | 55'106 CHF | 100.00% | 100.00% |
08.05.2024 | 6.30% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 339'491 | 339'489 | 52'153 CHF | 55'547 CHF | 100.00% | 100.00% |
07.05.2024 | 3.80% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 213'743 | 207'067 | 54'455 CHF | 55'333 CHF | 99.59% | 99.59% |
06.05.2024 | 15.28% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 840'711 | 427'384 | 50'798 CHF | 30'103 CHF | 99.76% | 99.76% |
03.05.2024 | 18.06% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 992'696 | 484'549 | 50'048 CHF | 29'315 CHF | 99.78% | 99.78% |
02.05.2024 | 20.30% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 985'491 | 272'787 | 43'722 CHF | 14'944 CHF | 100.00% | 100.00% |
30.04.2024 | 18.71% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 992'400 | 413'332 | 48'260 CHF | 24'574 CHF | 100.00% | 100.00% |