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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 28.15% | 0.13 CHF | 0.17 CHF | 425'000 | 425'000 | 423'239 | 423'239 | 51'689 CHF | 68'619 CHF | 99.15% | 99.15% |
13.05.2024 | 28.59% | 0.11 CHF | 0.15 CHF | 475'000 | 475'000 | 435'104 | 435'104 | 52'113 CHF | 69'517 CHF | 99.39% | 99.39% |
10.05.2024 | 24.24% | 0.14 CHF | 0.18 CHF | 375'000 | 375'000 | 361'851 | 361'851 | 52'480 CHF | 66'955 CHF | 99.38% | 99.38% |
08.05.2024 | 28.69% | 0.15 CHF | 0.19 CHF | 350'000 | 350'000 | 403'689 | 297'275 | 49'117 CHF | 57'284 CHF | 83.23% | 83.23% |
07.05.2024 | 17.66% | 0.23 CHF | 0.27 CHF | 250'000 | 250'000 | 250'135 | 250'135 | 51'742 CHF | 61'747 CHF | 66.84% | 66.84% |
06.05.2024 | 75.05% | 0.20 CHF | 0.24 CHF | 275'000 | 275'000 | 548'881 | 295'737 | 37'850 CHF | 47'544 CHF | 63.52% | 63.52% |
03.05.2024 | 115.67% | 0.02 CHF | 0.06 CHF | 1'000'000 | 250'000 | 992'055 | 250'000 | 15'467 CHF | 13'893 CHF | 99.39% | 99.39% |
02.05.2024 | 131.15% | 0.02 CHF | 0.06 CHF | 1'000'000 | 250'000 | 977'749 | 250'000 | 10'448 CHF | 12'652 CHF | 99.39% | 99.39% |
30.04.2024 | 160.00% | 0.01 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'000 CHF | 11'250 CHF | 99.43% | 99.43% |
29.04.2024 | 160.00% | 0.01 CHF | 0.05 CHF | 1'000'000 | 250'000 | 992'653 | 250'000 | 4'963 CHF | 11'250 CHF | 99.29% | 99.29% |