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 | 15.01% | 0.07 CHF | 0.08 CHF | 850'000 | 425'000 | 827'203 | 416'900 | 50'994 CHF | 29'880 CHF | 99.75% | 99.75% |
15.05.2024 | 15.12% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 831'772 | 419'966 | 50'861 CHF | 29'889 CHF | 100.00% | 100.00% |
14.05.2024 | 15.71% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 868'907 | 437'605 | 50'983 CHF | 30'043 CHF | 100.00% | 100.00% |
13.05.2024 | 14.95% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 817'958 | 419'242 | 50'590 CHF | 30'130 CHF | 100.00% | 100.00% |
10.05.2024 | 16.61% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 919'266 | 469'592 | 50'765 CHF | 30'627 CHF | 100.00% | 100.00% |
08.05.2024 | 19.91% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 315'075 | 45'409 CHF | 17'684 CHF | 100.00% | 100.00% |
07.05.2024 | 18.49% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 990'207 | 449'740 | 48'669 CHF | 26'767 CHF | 99.74% | 99.74% |
06.05.2024 | 20.35% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 994'876 | 267'907 | 43'993 CHF | 14'552 CHF | 99.52% | 99.52% |
03.05.2024 | 20.17% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 976'423 | 273'021 | 43'669 CHF | 15'084 CHF | 99.70% | 99.70% |
02.05.2024 | 24.24% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 998'456 | 250'000 | 36'311 CHF | 11'595 CHF | 100.00% | 100.00% |