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 | 5.72% | 0.18 CHF | 0.19 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 153'196 CHF | 54'065 CHF | 99.17% | 99.17% |
14.05.2024 | 6.75% | 0.14 CHF | 0.15 CHF | 1'000'000 | 400'000 | 977'018 | 377'018 | 139'774 CHF | 57'612 CHF | 99.15% | 99.15% |
13.05.2024 | 7.50% | 0.14 CHF | 0.15 CHF | 1'000'000 | 400'000 | 991'411 | 391'411 | 128'940 CHF | 54'717 CHF | 98.59% | 98.59% |
10.05.2024 | 11.00% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 469'959 | 87'409 CHF | 45'385 CHF | 99.17% | 99.17% |
08.05.2024 | 16.72% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 55'466 CHF | 32'733 CHF | 99.17% | 99.17% |
07.05.2024 | 22.10% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 40'541 CHF | 25'270 CHF | 97.94% | 97.94% |
06.05.2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 50'019 CHF | 30'009 CHF | 99.17% | 99.17% |
03.05.2024 | 18.14% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 50'151 CHF | 30'075 CHF | 99.16% | 99.16% |
02.05.2024 | 18.23% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 49'880 CHF | 29'940 CHF | 99.15% | 99.15% |
30.04.2024 | 15.43% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 59'888 CHF | 34'944 CHF | 99.17% | 99.17% |