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 | 6.57% | 0.13 CHF | 0.14 CHF | 900'000 | 300'000 | 899'912 | 299'971 | 133'189 CHF | 47'396 CHF | 93.08% | 93.08% |
15.05.2024 | 7.22% | 0.16 CHF | 0.17 CHF | 900'000 | 300'000 | 935'045 | 335'576 | 125'683 CHF | 48'092 CHF | 98.33% | 98.33% |
14.05.2024 | 8.97% | 0.12 CHF | 0.13 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 107'303 CHF | 46'921 CHF | 99.36% | 99.36% |
13.05.2024 | 7.03% | 0.12 CHF | 0.13 CHF | 1'000'000 | 400'000 | 941'662 | 341'662 | 129'861 CHF | 50'198 CHF | 98.50% | 98.50% |
10.05.2024 | 5.60% | 0.18 CHF | 0.19 CHF | 600'000 | 200'000 | 608'483 | 202'828 | 105'937 CHF | 37'340 CHF | 99.36% | 99.36% |
08.05.2024 | 9.60% | 0.09 CHF | 0.10 CHF | 1'000'000 | 400'000 | 926'275 | 326'275 | 92'150 CHF | 35'572 CHF | 99.35% | 99.35% |
07.05.2024 | 12.40% | 0.08 CHF | 0.09 CHF | 1'000'000 | 400'000 | 999'858 | 425'643 | 76'193 CHF | 36'484 CHF | 94.64% | 94.64% |
06.05.2024 | 13.55% | 0.08 CHF | 0.09 CHF | 1'000'000 | 400'000 | 1'000'000 | 469'341 | 69'335 CHF | 37'048 CHF | 99.37% | 99.37% |
03.05.2024 | 15.55% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 498'916 | 59'773 CHF | 34'794 CHF | 99.35% | 99.35% |
02.05.2024 | 16.51% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 55'975 CHF | 32'987 CHF | 99.37% | 99.37% |