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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 16.10% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 887'825 | 447'370 | 50'746 CHF | 30'086 CHF | 100.00% | 100.00% |
14.05.2024 | 15.43% | 0.07 CHF | 0.08 CHF | 850'000 | 425'000 | 854'418 | 430'575 | 51'103 CHF | 30'059 CHF | 99.77% | 99.77% |
13.05.2024 | 18.53% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 987'483 | 413'937 | 48'533 CHF | 24'825 CHF | 100.00% | 100.00% |
10.05.2024 | 25.01% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 987'450 | 250'000 | 34'715 CHF | 11'289 CHF | 100.00% | 100.00% |
08.05.2024 | 25.03% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 979'555 | 250'000 | 34'449 CHF | 11'306 CHF | 97.45% | 97.45% |
07.05.2024 | 23.24% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 38'216 CHF | 12'054 CHF | 97.15% | 97.15% |
06.05.2024 | 19.67% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 317'834 | 46'005 CHF | 18'071 CHF | 99.81% | 99.81% |
03.05.2024 | 19.53% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 315'984 | 46'283 CHF | 17'952 CHF | 100.00% | 100.00% |
02.05.2024 | 20.19% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 989'524 | 332'298 | 44'534 CHF | 18'615 CHF | 100.00% | 100.00% |
30.04.2024 | 17.14% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 791'493 | 318'601 | 44'837 CHF | 23'248 CHF | 100.00% | 100.00% |