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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.05.2024 | 18.91% | 0.05 CHF | 0.06 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 48'204 CHF | 23'282 CHF | 97.86% | 97.86% |
21.05.2024 | 13.68% | 0.06 CHF | 0.07 CHF | 1'000'000 | 400'000 | 918'084 | 318'084 | 62'698 CHF | 24'804 CHF | 96.31% | 96.31% |
17.05.2024 | 9.26% | 0.10 CHF | 0.11 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 77'494 CHF | 28'331 CHF | 97.25% | 97.25% |
16.05.2024 | 8.72% | 0.11 CHF | 0.12 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 82'538 CHF | 30'013 CHF | 98.70% | 98.70% |
15.05.2024 | 11.04% | 0.09 CHF | 0.10 CHF | 750'000 | 250'000 | 887'164 | 295'721 | 76'097 CHF | 28'323 CHF | 98.27% | 98.27% |
14.05.2024 | 11.10% | 0.09 CHF | 0.10 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 76'821 CHF | 28'607 CHF | 93.97% | 93.97% |
13.05.2024 | 9.86% | 0.09 CHF | 0.10 CHF | 900'000 | 300'000 | 851'931 | 283'977 | 82'138 CHF | 30'219 CHF | 95.15% | 95.15% |
10.05.2024 | 9.75% | 0.09 CHF | 0.10 CHF | 900'000 | 300'000 | 876'837 | 292'279 | 85'723 CHF | 31'497 CHF | 99.13% | 99.13% |
08.05.2024 | 23.07% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 494'338 | 39'010 CHF | 24'158 CHF | 98.89% | 98.89% |
07.05.2024 | 13.73% | 0.06 CHF | 0.07 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'057 | 68'628 CHF | 31'455 CHF | 98.78% | 98.78% |