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 | 5.80% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 312'558 | 312'556 | 52'336 CHF | 55'462 CHF | 99.83% | 99.83% |
15.05.2024 | 10.64% | 0.15 CHF | 0.16 CHF | 375'000 | 375'000 | 570'847 | 382'075 | 50'896 CHF | 40'211 CHF | 99.90% | 99.90% |
14.05.2024 | 7.41% | 0.11 CHF | 0.12 CHF | 400'000 | 400'000 | 398'968 | 398'964 | 51'949 CHF | 55'938 CHF | 98.90% | 98.90% |
13.05.2024 | 6.99% | 0.12 CHF | 0.13 CHF | 400'000 | 400'000 | 375'596 | 375'593 | 51'879 CHF | 55'635 CHF | 100.00% | 100.00% |
10.05.2024 | 7.82% | 0.15 CHF | 0.16 CHF | 325'000 | 325'000 | 414'819 | 395'383 | 51'234 CHF | 53'500 CHF | 100.00% | 100.00% |
08.05.2024 | 17.08% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 894'327 | 374'668 | 48'506 CHF | 25'023 CHF | 100.00% | 100.00% |
07.05.2024 | 38.06% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 249'923 | 21'698 CHF | 7'922 CHF | 99.83% | 99.83% |
06.05.2024 | 22.23% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 994'383 | 347'348 | 41'901 CHF | 18'960 CHF | 99.78% | 99.78% |
03.05.2024 | 22.55% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 255'140 | 39'774 CHF | 12'743 CHF | 100.00% | 100.00% |
02.05.2024 | 21.45% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 990'665 | 275'809 | 41'694 CHF | 14'546 CHF | 100.00% | 100.00% |