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 | 4.38% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 251'602 | 251'599 | 56'477 CHF | 58'993 CHF | 99.47% | 99.47% |
15.05.2024 | 10.58% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 571'769 | 354'303 | 51'168 CHF | 35'728 CHF | 100.00% | 100.00% |
14.05.2024 | 14.74% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 803'638 | 415'040 | 50'517 CHF | 30'248 CHF | 99.80% | 99.80% |
13.05.2024 | 9.69% | 0.11 CHF | 0.12 CHF | 425'000 | 425'000 | 518'078 | 425'725 | 50'872 CHF | 46'831 CHF | 100.00% | 100.00% |
10.05.2024 | 10.47% | 0.09 CHF | 0.10 CHF | 500'000 | 500'000 | 560'023 | 340'184 | 50'713 CHF | 34'520 CHF | 100.00% | 100.00% |
08.05.2024 | 15.62% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 864'539 | 435'987 | 51'041 CHF | 30'092 CHF | 100.00% | 100.00% |
07.05.2024 | 18.39% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 986'183 | 432'870 | 48'849 CHF | 26'031 CHF | 99.78% | 99.78% |
06.05.2024 | 20.65% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 270'064 | 43'598 CHF | 14'534 CHF | 99.78% | 99.78% |
03.05.2024 | 26.72% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 33'232 CHF | 10'808 CHF | 100.00% | 100.00% |
02.05.2024 | 20.24% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 966'495 | 373'695 | 44'195 CHF | 21'762 CHF | 100.00% | 100.00% |