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 | 15.22% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 938'327 | 474'923 | 57'148 CHF | 33'687 CHF | 100.00% | 100.00% |
14.05.2024 | 13.22% | 0.07 CHF | 0.08 CHF | 825'000 | 425'000 | 816'956 | 414'896 | 57'724 CHF | 33'470 CHF | 92.25% | 92.25% |
13.05.2024 | 12.55% | 0.08 CHF | 0.09 CHF | 825'000 | 425'000 | 793'899 | 403'965 | 59'333 CHF | 34'231 CHF | 100.00% | 100.00% |
10.05.2024 | 13.32% | 0.08 CHF | 0.09 CHF | 850'000 | 425'000 | 860'017 | 436'383 | 60'296 CHF | 34'961 CHF | 99.80% | 99.80% |
08.05.2024 | 11.28% | 0.09 CHF | 0.10 CHF | 650'000 | 325'000 | 678'224 | 344'711 | 56'755 CHF | 32'300 CHF | 100.00% | 100.00% |
07.05.2024 | 8.96% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 530'638 | 490'620 | 56'668 CHF | 57'959 CHF | 100.00% | 100.00% |
06.05.2024 | 6.76% | 0.13 CHF | 0.14 CHF | 450'000 | 450'000 | 407'003 | 407'003 | 58'226 CHF | 62'296 CHF | 100.00% | 100.00% |
03.05.2024 | 5.10% | 0.18 CHF | 0.19 CHF | 325'000 | 325'000 | 323'174 | 323'174 | 61'867 CHF | 65'099 CHF | 95.85% | 95.85% |
02.05.2024 | 4.42% | 0.23 CHF | 0.24 CHF | 275'000 | 275'000 | 291'403 | 291'403 | 64'493 CHF | 67'407 CHF | 100.00% | 100.00% |
30.04.2024 | 4.88% | 0.24 CHF | 0.25 CHF | 325'000 | 325'000 | 329'017 | 329'017 | 65'871 CHF | 69'161 CHF | 100.00% | 100.00% |