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 | 9.26% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 486'755 | 479'551 | 50'185 CHF | 54'260 CHF | 92.38% | 92.38% |
15.05.2024 | 11.78% | 0.10 CHF | 0.11 CHF | 625'000 | 325'000 | 636'579 | 328'708 | 50'883 CHF | 29'555 CHF | 99.82% | 99.82% |
14.05.2024 | 14.57% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 796'633 | 406'862 | 50'706 CHF | 29'977 CHF | 99.76% | 99.76% |
13.05.2024 | 16.00% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 869'953 | 444'279 | 50'080 CHF | 30'001 CHF | 100.00% | 100.00% |
10.05.2024 | 12.43% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 678'591 | 343'105 | 51'201 CHF | 29'325 CHF | 76.37% | 76.37% |
08.05.2024 | 25.69% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 945'349 | 250'000 | 32'169 CHF | 11'010 CHF | 16.08% | 16.08% |
07.05.2024 | 24.50% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 35'909 CHF | 11'477 CHF | 96.76% | 96.76% |
06.05.2024 | 24.87% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 35'281 CHF | 11'320 CHF | 99.75% | 99.75% |
03.05.2024 | 34.16% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 994'577 | 250'000 | 24'247 CHF | 8'598 CHF | 98.90% | 98.90% |
02.05.2024 | 37.50% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 994'190 | 250'000 | 21'768 CHF | 7'971 CHF | 98.56% | 98.56% |