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 | 11.05% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 594'121 | 301'254 | 50'820 CHF | 28'787 CHF | 99.25% | 99.25% |
15.05.2024 | 11.69% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 618'635 | 320'939 | 49'835 CHF | 29'058 CHF | 99.38% | 99.38% |
14.05.2024 | 11.55% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 614'748 | 318'323 | 50'185 CHF | 29'149 CHF | 96.44% | 96.44% |
13.05.2024 | 19.27% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 995'954 | 348'928 | 46'823 CHF | 20'170 CHF | 99.38% | 99.38% |
10.05.2024 | 19.84% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 989'075 | 268'352 | 44'943 CHF | 14'941 CHF | 99.38% | 99.38% |
08.05.2024 | 18.70% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 993'118 | 425'072 | 48'275 CHF | 25'145 CHF | 99.39% | 99.39% |
07.05.2024 | 17.58% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 966'666 | 488'889 | 50'170 CHF | 30'275 CHF | 99.24% | 99.24% |
06.05.2024 | 17.43% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 951'486 | 483'829 | 49'829 CHF | 30'193 CHF | 99.20% | 99.20% |
03.05.2024 | 16.64% | 0.05 CHF | 0.06 CHF | 925'000 | 475'000 | 918'030 | 472'126 | 50'581 CHF | 30'733 CHF | 99.39% | 99.39% |
02.05.2024 | 16.69% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 919'905 | 472'764 | 50'548 CHF | 30'707 CHF | 99.38% | 99.38% |