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 | 2.58% | 0.37 CHF | 0.38 CHF | 150'000 | 150'000 | 142'552 | 142'550 | 54'524 CHF | 55'949 CHF | 99.83% | 99.83% |
15.05.2024 | 2.50% | 0.42 CHF | 0.43 CHF | 125'000 | 125'000 | 139'232 | 139'231 | 54'869 CHF | 56'261 CHF | 99.99% | 99.99% |
14.05.2024 | 3.30% | 0.35 CHF | 0.36 CHF | 175'000 | 175'000 | 180'734 | 180'731 | 53'883 CHF | 55'689 CHF | 99.72% | 99.72% |
13.05.2024 | 3.16% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 174'692 | 174'693 | 54'540 CHF | 56'287 CHF | 100.00% | 100.00% |
10.05.2024 | 4.96% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 265'504 | 265'508 | 52'260 CHF | 54'916 CHF | 100.00% | 100.00% |
08.05.2024 | 5.36% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 287'651 | 287'646 | 52'160 CHF | 55'036 CHF | 100.00% | 100.00% |
07.05.2024 | 2.97% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 174'628 | 167'901 | 57'117 CHF | 57'314 CHF | 99.59% | 99.59% |
06.05.2024 | 15.87% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 881'443 | 440'113 | 51'166 CHF | 29'982 CHF | 99.78% | 99.78% |
03.05.2024 | 20.75% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 261'423 | 43'337 CHF | 13'982 CHF | 100.00% | 100.00% |
02.05.2024 | 23.07% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 985'493 | 250'000 | 37'944 CHF | 12'136 CHF | 100.00% | 100.00% |