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 | 16.27% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 891'507 | 449'498 | 50'366 CHF | 29'885 CHF | 99.24% | 99.24% |
15.05.2024 | 20.01% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 994'424 | 275'381 | 44'834 CHF | 15'284 CHF | 99.39% | 99.39% |
14.05.2024 | 20.21% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 993'125 | 251'095 | 44'211 CHF | 13'690 CHF | 99.17% | 99.17% |
13.05.2024 | 18.34% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 990'404 | 465'636 | 49'143 CHF | 27'869 CHF | 99.38% | 99.38% |
10.05.2024 | 18.14% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 972'191 | 471'883 | 48'881 CHF | 28'528 CHF | 99.39% | 99.39% |
08.05.2024 | 38.72% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'187 | 250'000 | 20'842 CHF | 7'745 CHF | 99.38% | 99.38% |
07.05.2024 | 27.42% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 995'197 | 250'000 | 31'615 CHF | 10'440 CHF | 99.25% | 99.25% |
06.05.2024 | 24.15% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 987'676 | 250'000 | 36'085 CHF | 11'635 CHF | 99.20% | 99.20% |
03.05.2024 | 23.09% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 994'042 | 250'000 | 38'208 CHF | 12'112 CHF | 99.39% | 99.39% |
02.05.2024 | 25.12% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 991'626 | 250'000 | 34'544 CHF | 11'209 CHF | 99.39% | 99.39% |