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 | 7.09% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 385'094 | 385'053 | 52'392 CHF | 56'237 CHF | 99.82% | 99.82% |
15.05.2024 | 6.77% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 368'711 | 368'710 | 52'658 CHF | 56'345 CHF | 100.00% | 100.00% |
14.05.2024 | 8.05% | 0.13 CHF | 0.14 CHF | 425'000 | 425'000 | 428'613 | 428'643 | 51'117 CHF | 55'407 CHF | 99.72% | 99.72% |
13.05.2024 | 7.67% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 412'656 | 412'658 | 51'734 CHF | 55'861 CHF | 100.00% | 100.00% |
10.05.2024 | 9.92% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 530'355 | 400'489 | 50'877 CHF | 43'636 CHF | 100.00% | 100.00% |
08.05.2024 | 10.68% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 575'763 | 315'861 | 51'024 CHF | 31'443 CHF | 100.00% | 100.00% |
07.05.2024 | 7.07% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 391'020 | 377'768 | 53'107 CHF | 55'532 CHF | 99.59% | 99.59% |
06.05.2024 | 22.50% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 39'563 CHF | 12'391 CHF | 99.76% | 99.76% |
03.05.2024 | 24.93% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 35'129 CHF | 11'282 CHF | 100.00% | 100.00% |
02.05.2024 | 26.02% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 985'518 | 250'000 | 33'068 CHF | 10'894 CHF | 100.00% | 100.00% |