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 | 10.60% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 575'603 | 299'685 | 51'406 CHF | 29'769 CHF | 99.25% | 99.25% |
15.05.2024 | 11.68% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 618'873 | 321'206 | 49'915 CHF | 29'112 CHF | 99.39% | 99.39% |
14.05.2024 | 11.40% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 606'020 | 313'955 | 50'192 CHF | 29'123 CHF | 96.43% | 96.43% |
13.05.2024 | 24.76% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 995'929 | 250'000 | 35'286 CHF | 11'357 CHF | 99.38% | 99.38% |
10.05.2024 | 25.05% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 989'039 | 250'000 | 34'548 CHF | 11'233 CHF | 99.39% | 99.39% |
08.05.2024 | 22.94% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 993'200 | 250'000 | 38'473 CHF | 12'178 CHF | 99.38% | 99.38% |
07.05.2024 | 20.44% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 995'320 | 250'976 | 43'797 CHF | 13'556 CHF | 99.24% | 99.24% |
06.05.2024 | 19.66% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 987'779 | 312'517 | 45'413 CHF | 17'680 CHF | 99.19% | 99.19% |
03.05.2024 | 18.97% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 994'111 | 381'037 | 47'556 CHF | 22'297 CHF | 99.39% | 99.39% |
02.05.2024 | 18.87% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 991'787 | 402'959 | 47'694 CHF | 23'677 CHF | 99.38% | 99.38% |