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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 21.43% | 0.17 CHF | 0.21 CHF | 300'000 | 300'000 | 309'390 | 309'390 | 51'562 CHF | 63'937 CHF | 99.16% | 100.00% |
13.05.2024 | 21.91% | 0.15 CHF | 0.19 CHF | 350'000 | 350'000 | 326'557 | 326'557 | 53'098 CHF | 66'160 CHF | 99.39% | 100.00% |
10.05.2024 | 18.83% | 0.19 CHF | 0.23 CHF | 275'000 | 275'000 | 268'749 | 268'749 | 51'692 CHF | 62'442 CHF | 99.38% | 100.00% |
08.05.2024 | 20.44% | 0.21 CHF | 0.25 CHF | 250'000 | 250'000 | 297'458 | 255'799 | 51'652 CHF | 58'442 CHF | 83.25% | 83.25% |
07.05.2024 | 15.35% | 0.25 CHF | 0.29 CHF | 225'000 | 225'000 | 220'901 | 220'900 | 53'153 CHF | 61'989 CHF | 60.99% | 60.99% |
06.05.2024 | 73.50% | 0.21 CHF | 0.25 CHF | 243'000 | 250'000 | 738'421 | 269'096 | 35'260 CHF | 35'096 CHF | 32.32% | 32.32% |
03.05.2024 | 53.66% | 0.06 CHF | 0.10 CHF | 925'000 | 475'000 | 865'769 | 422'489 | 48'516 CHF | 41'187 CHF | 94.20% | 94.20% |
02.05.2024 | 64.79% | 0.05 CHF | 0.09 CHF | 1'000'000 | 500'000 | 977'696 | 274'848 | 41'335 CHF | 22'740 CHF | 99.39% | 99.39% |
30.04.2024 | 88.63% | 0.03 CHF | 0.07 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 25'145 CHF | 16'286 CHF | 99.43% | 99.43% |
29.04.2024 | 86.48% | 0.03 CHF | 0.07 CHF | 1'000'000 | 250'000 | 988'179 | 251'630 | 26'020 CHF | 16'695 CHF | 76.07% | 76.07% |