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 | 10.76% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 578'394 | 377'533 | 50'897 CHF | 38'346 CHF | 96.84% | 97.00% |
15.05.2024 | 25.84% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 922'760 | 250'000 | 31'300 CHF | 10'970 CHF | 86.99% | 86.99% |
14.05.2024 | 33.45% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 914'752 | 256'283 | 23'281 CHF | 9'106 CHF | 78.52% | 78.52% |
13.05.2024 | 17.09% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 905'769 | 399'716 | 48'735 CHF | 26'020 CHF | 99.56% | 99.56% |
10.05.2024 | 14.17% | 0.07 CHF | 0.08 CHF | 675'000 | 350'000 | 757'292 | 391'764 | 49'837 CHF | 29'679 CHF | 99.99% | 99.99% |
08.05.2024 | 28.20% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 31'401 CHF | 10'350 CHF | 100.00% | 100.00% |
07.05.2024 | 44.98% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 17'558 CHF | 6'890 CHF | 99.77% | 99.77% |
06.05.2024 | 52.54% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 14'239 CHF | 6'060 CHF | 99.76% | 99.76% |
03.05.2024 | 61.17% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 11'681 CHF | 5'420 CHF | 100.00% | 100.00% |
02.05.2024 | 65.85% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 986'423 | 250'000 | 10'110 CHF | 5'061 CHF | 100.00% | 100.00% |