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 | 12.82% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 690'682 | 358'782 | 50'438 CHF | 29'787 CHF | 99.25% | 99.25% |
15.05.2024 | 14.22% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 766'546 | 396'602 | 50'097 CHF | 29'886 CHF | 99.38% | 99.38% |
14.05.2024 | 13.92% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 746'949 | 385'797 | 49'969 CHF | 29'674 CHF | 96.44% | 96.44% |
13.05.2024 | 33.30% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 995'930 | 250'000 | 24'937 CHF | 8'760 CHF | 99.38% | 99.38% |
10.05.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 989'047 | 250'000 | 24'726 CHF | 8'750 CHF | 99.39% | 99.39% |
08.05.2024 | 29.79% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 993'212 | 250'000 | 28'546 CHF | 9'679 CHF | 99.38% | 99.38% |
07.05.2024 | 26.22% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 995'300 | 250'000 | 33'130 CHF | 10'824 CHF | 99.24% | 99.24% |
06.05.2024 | 25.93% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 987'771 | 250'000 | 33'265 CHF | 10'923 CHF | 99.19% | 99.19% |
03.05.2024 | 23.93% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 994'062 | 250'000 | 36'723 CHF | 11'733 CHF | 99.39% | 99.39% |
02.05.2024 | 24.20% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 991'765 | 250'000 | 36'130 CHF | 11'608 CHF | 99.38% | 99.38% |