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 | 27.12% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 992'506 | 250'000 | 32'075 CHF | 10'584 CHF | 99.02% | 99.02% |
15.05.2024 | 20.52% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 992'877 | 316'334 | 44'012 CHF | 17'503 CHF | 99.16% | 99.16% |
14.05.2024 | 14.92% | 0.05 CHF | 0.06 CHF | 925'000 | 475'000 | 796'363 | 409'497 | 49'465 CHF | 29'582 CHF | 98.82% | 98.82% |
13.05.2024 | 18.22% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 981'816 | 454'296 | 49'071 CHF | 27'446 CHF | 99.16% | 99.16% |
10.05.2024 | 19.44% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 985'045 | 294'829 | 45'893 CHF | 17'025 CHF | 96.49% | 96.49% |
08.05.2024 | 15.16% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 837'925 | 422'869 | 51'074 CHF | 30'013 CHF | 99.15% | 99.15% |
07.05.2024 | 20.05% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 993'655 | 293'990 | 44'735 CHF | 16'331 CHF | 98.90% | 98.90% |
06.05.2024 | 19.36% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 985'940 | 322'366 | 46'062 CHF | 18'510 CHF | 98.99% | 98.99% |
03.05.2024 | 10.56% | 0.08 CHF | 0.09 CHF | 850'000 | 425'000 | 568'590 | 429'931 | 50'831 CHF | 44'335 CHF | 97.51% | 97.51% |
02.05.2024 | 8.76% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 474'006 | 474'006 | 51'765 CHF | 56'505 CHF | 98.75% | 98.75% |