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 | 10.94% | 0.19 CHF | 0.20 CHF | 270'000 | 100'000 | 199'420 | 84'234 | 41'182 CHF | 18'430 CHF | 99.00% | 99.00% |
15.05.2024 | 15.46% | 0.17 CHF | 0.24 CHF | 20'000 | 20'000 | 190'636 | 73'193 | 34'799 CHF | 14'412 CHF | 98.05% | 98.05% |
14.05.2024 | 6.42% | 0.18 CHF | 0.19 CHF | 280'000 | 100'000 | 308'500 | 98'953 | 50'414 CHF | 17'208 CHF | 97.88% | 97.88% |
13.05.2024 | 6.21% | 0.17 CHF | 0.18 CHF | 300'000 | 100'000 | 285'541 | 98'506 | 49'900 CHF | 18'239 CHF | 99.99% | 99.99% |
10.05.2024 | 5.52% | 0.17 CHF | 0.18 CHF | 300'000 | 100'000 | 287'651 | 100'000 | 50'663 CHF | 18'635 CHF | 91.01% | 91.01% |
08.05.2024 | 6.01% | 0.16 CHF | 0.17 CHF | 320'000 | 100'000 | 316'747 | 100'000 | 51'161 CHF | 17'163 CHF | 99.99% | 99.99% |
07.05.2024 | 5.46% | 0.18 CHF | 0.19 CHF | 280'000 | 100'000 | 284'821 | 100'000 | 50'778 CHF | 18'858 CHF | 99.96% | 99.96% |
06.05.2024 | 7.63% | 0.19 CHF | 0.20 CHF | 270'000 | 100'000 | 226'890 | 92'150 | 45'603 CHF | 19'544 CHF | 99.99% | 99.99% |
03.05.2024 | 10.00% | 0.21 CHF | 0.22 CHF | 240'000 | 100'000 | 226'457 | 85'896 | 42'377 CHF | 17'207 CHF | 97.36% | 97.36% |
02.05.2024 | 10.23% | 0.13 CHF | 0.14 CHF | 390'000 | 100'000 | 349'603 | 94'453 | 47'190 CHF | 13'770 CHF | 99.42% | 99.42% |