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 | 39.98% | 0.08 CHF | 0.12 CHF | 625'000 | 325'000 | 620'726 | 323'999 | 49'684 CHF | 38'893 CHF | 99.39% | 99.39% |
14.05.2024 | 40.57% | 0.08 CHF | 0.12 CHF | 625'000 | 325'000 | 638'174 | 331'587 | 50'127 CHF | 39'311 CHF | 99.15% | 99.15% |
13.05.2024 | 40.95% | 0.07 CHF | 0.11 CHF | 725'000 | 375'000 | 656'231 | 341'508 | 50'904 CHF | 40'158 CHF | 99.39% | 99.39% |
10.05.2024 | 34.70% | 0.09 CHF | 0.13 CHF | 575'000 | 300'000 | 527'043 | 405'195 | 50'144 CHF | 55'311 CHF | 99.37% | 99.37% |
08.05.2024 | 41.75% | 0.10 CHF | 0.14 CHF | 500'000 | 500'000 | 516'187 | 371'844 | 45'765 CHF | 55'615 CHF | 83.23% | 83.23% |
07.05.2024 | 25.80% | 0.16 CHF | 0.20 CHF | 325'000 | 325'000 | 389'243 | 389'242 | 52'450 CHF | 68'019 CHF | 94.85% | 94.85% |
06.05.2024 | 79.10% | 0.14 CHF | 0.18 CHF | 375'000 | 375'000 | 606'634 | 372'726 | 35'292 CHF | 49'878 CHF | 65.64% | 65.64% |
03.05.2024 | 152.60% | 0.01 CHF | 0.05 CHF | 1'000'000 | 250'000 | 992'129 | 250'000 | 6'522 CHF | 11'618 CHF | 99.39% | 99.39% |
02.05.2024 | 165.94% | 0.01 CHF | 0.05 CHF | 1'000'000 | 250'000 | 977'790 | 250'000 | 4'146 CHF | 11'207 CHF | 99.39% | 99.39% |
30.04.2024 | 190.24% | 0.00 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 1'000 CHF | 10'000 CHF | 99.43% | 99.43% |