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 | 12.57% | 0.08 CHF | 0.09 CHF | 900'000 | 300'000 | 913'676 | 313'676 | 68'522 CHF | 26'570 CHF | 99.27% | 99.27% |
15.05.2024 | 20.61% | 0.06 CHF | 0.07 CHF | 1'000'000 | 400'000 | 1'000'000 | 475'435 | 44'549 CHF | 25'622 CHF | 99.35% | 99.35% |
14.05.2024 | 22.55% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 39'490 CHF | 24'745 CHF | 99.04% | 99.04% |
13.05.2024 | 22.21% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 40'027 CHF | 25'014 CHF | 99.44% | 99.44% |
10.05.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 40'000 CHF | 25'000 CHF | 99.27% | 99.27% |
08.05.2024 | 12.68% | 0.07 CHF | 0.08 CHF | 1'000'000 | 400'000 | 987'643 | 387'643 | 73'185 CHF | 32'557 CHF | 99.37% | 99.37% |
07.05.2024 | 12.94% | 0.08 CHF | 0.09 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 72'487 CHF | 32'995 CHF | 99.47% | 99.47% |
06.05.2024 | 12.64% | 0.07 CHF | 0.08 CHF | 1'000'000 | 400'000 | 991'273 | 391'273 | 73'865 CHF | 32'987 CHF | 99.40% | 99.40% |
03.05.2024 | 9.83% | 0.11 CHF | 0.12 CHF | 900'000 | 300'000 | 904'596 | 304'596 | 87'927 CHF | 32'630 CHF | 99.22% | 99.22% |
02.05.2024 | 9.73% | 0.09 CHF | 0.10 CHF | 1'000'000 | 400'000 | 919'036 | 319'036 | 90'034 CHF | 34'310 CHF | 99.37% | 99.37% |