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 | 7.66% | 0.12 CHF | 0.13 CHF | 700'000 | 700'000 | 710'189 | 705'152 | 89'284 CHF | 95'649 CHF | 99.48% | 99.48% |
15.05.2024 | 11.64% | 0.09 CHF | 0.10 CHF | 950'000 | 475'000 | 980'708 | 495'936 | 79'426 CHF | 45'127 CHF | 100.00% | 100.00% |
14.05.2024 | 13.48% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 998'758 | 499'586 | 69'228 CHF | 39'624 CHF | 99.79% | 99.79% |
13.05.2024 | 11.59% | 0.09 CHF | 0.10 CHF | 925'000 | 475'000 | 979'390 | 495'643 | 79'676 CHF | 45'290 CHF | 100.00% | 100.00% |
10.05.2024 | 12.02% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 986'331 | 495'795 | 77'238 CHF | 43'778 CHF | 100.00% | 100.00% |
08.05.2024 | 14.50% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 64'032 CHF | 37'016 CHF | 100.00% | 100.00% |
07.05.2024 | 15.68% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 58'844 CHF | 34'422 CHF | 99.77% | 99.77% |
06.05.2024 | 16.97% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 53'996 CHF | 31'998 CHF | 99.77% | 99.77% |
03.05.2024 | 18.68% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 408'595 | 48'733 CHF | 24'324 CHF | 100.00% | 100.00% |
02.05.2024 | 15.26% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 989'442 | 496'472 | 60'362 CHF | 35'262 CHF | 100.00% | 100.00% |