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 | 19.21% | 0.19 CHF | 0.23 CHF | 275'000 | 275'000 | 279'600 | 279'600 | 52'629 CHF | 63'813 CHF | 99.39% | 99.39% |
14.05.2024 | 19.98% | 0.18 CHF | 0.22 CHF | 300'000 | 300'000 | 295'838 | 295'838 | 53'320 CHF | 65'153 CHF | 99.15% | 99.15% |
13.05.2024 | 20.56% | 0.16 CHF | 0.20 CHF | 325'000 | 325'000 | 295'789 | 295'789 | 51'545 CHF | 63'376 CHF | 99.38% | 99.38% |
10.05.2024 | 17.61% | 0.20 CHF | 0.24 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 51'808 CHF | 61'808 CHF | 99.39% | 99.39% |
08.05.2024 | 20.48% | 0.22 CHF | 0.26 CHF | 250'000 | 250'000 | 304'145 | 249'378 | 51'688 CHF | 58'110 CHF | 83.23% | 83.23% |
07.05.2024 | 14.32% | 0.29 CHF | 0.33 CHF | 175'000 | 175'000 | 205'935 | 205'935 | 53'294 CHF | 61'531 CHF | 89.72% | 89.72% |
06.05.2024 | 52.56% | 0.26 CHF | 0.30 CHF | 200'000 | 200'000 | 479'826 | 234'848 | 40'637 CHF | 45'368 CHF | 65.64% | 65.64% |
03.05.2024 | 73.74% | 0.04 CHF | 0.08 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 37'373 CHF | 19'343 CHF | 99.39% | 99.39% |
02.05.2024 | 82.35% | 0.04 CHF | 0.08 CHF | 1'000'000 | 250'000 | 977'684 | 250'000 | 28'340 CHF | 17'202 CHF | 99.39% | 99.39% |
30.04.2024 | 113.95% | 0.02 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'117 CHF | 13'779 CHF | 99.43% | 99.43% |