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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 7.54% | 0.12 CHF | 0.13 CHF | 420'000 | 100'000 | 396'603 | 100'000 | 50'634 CHF | 13'780 CHF | 99.99% | 99.99% |
16.05.2024 | 12.65% | 0.16 CHF | 0.17 CHF | 320'000 | 100'000 | 234'021 | 84'234 | 41'243 CHF | 15'873 CHF | 99.00% | 99.00% |
15.05.2024 | 16.41% | 0.14 CHF | 0.21 CHF | 20'000 | 20'000 | 186'252 | 73'193 | 35'083 CHF | 14'739 CHF | 98.05% | 98.05% |
14.05.2024 | 5.47% | 0.18 CHF | 0.19 CHF | 280'000 | 100'000 | 260'458 | 98'953 | 50'142 CHF | 20'072 CHF | 97.88% | 97.88% |
13.05.2024 | 5.13% | 0.20 CHF | 0.21 CHF | 250'000 | 100'000 | 232'200 | 98'506 | 49'575 CHF | 22'048 CHF | 99.99% | 99.99% |
10.05.2024 | 4.37% | 0.23 CHF | 0.24 CHF | 220'000 | 100'000 | 225'852 | 100'000 | 50'600 CHF | 23'415 CHF | 98.68% | 98.68% |
08.05.2024 | 4.19% | 0.23 CHF | 0.24 CHF | 220'000 | 100'000 | 216'433 | 100'000 | 50'529 CHF | 24'357 CHF | 100.00% | 100.00% |
07.05.2024 | 4.21% | 0.23 CHF | 0.24 CHF | 220'000 | 100'000 | 217'186 | 100'000 | 50'527 CHF | 24'281 CHF | 99.95% | 99.95% |
06.05.2024 | 6.23% | 0.24 CHF | 0.25 CHF | 210'000 | 100'000 | 182'930 | 92'150 | 46'105 CHF | 24'234 CHF | 99.99% | 99.99% |
03.05.2024 | 7.77% | 0.27 CHF | 0.28 CHF | 190'000 | 100'000 | 167'191 | 85'794 | 43'425 CHF | 23'308 CHF | 96.39% | 96.39% |