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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 4.73% | 0.21 CHF | 0.22 CHF | 166'530 | 50'000 | 158'232 | 49'735 | 36'610 CHF | 12'073 CHF | 86.23% | 86.23% |
14.05.2024 | 5.18% | 0.21 CHF | 0.22 CHF | 160'564 | 50'000 | 154'272 | 48'550 | 32'295 CHF | 10'669 CHF | 92.40% | 92.40% |
13.05.2024 | 9.54% | 0.20 CHF | 0.22 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 5'412 CHF | 5'954 CHF | 80.31% | 80.31% |
10.05.2024 | 12.08% | 0.16 CHF | 0.18 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 6'365 CHF | 7'182 CHF | 98.15% | 98.15% |
08.05.2024 | 18.70% | 0.10 CHF | 0.12 CHF | 25'000 | 25'000 | 28'371 | 25'499 | 3'145 CHF | 3'216 CHF | 94.90% | 94.90% |
07.05.2024 | 5.03% | 0.22 CHF | 0.23 CHF | 181'279 | 75'000 | 190'555 | 75'000 | 39'383 CHF | 16'344 CHF | 95.61% | 95.61% |
06.05.2024 | 5.21% | 0.17 CHF | 0.19 CHF | 210'474 | 50'000 | 194'700 | 50'000 | 38'480 CHF | 10'422 CHF | 93.80% | 93.80% |
03.05.2024 | 4.79% | 0.22 CHF | 0.23 CHF | 189'571 | 75'000 | 192'858 | 75'000 | 39'445 CHF | 16'143 CHF | 94.35% | 94.35% |
02.05.2024 | 9.08% | 0.13 CHF | 0.14 CHF | 253'426 | 75'000 | 281'806 | 75'000 | 29'821 CHF | 8'771 CHF | 75.30% | 75.30% |
30.04.2024 | 8.84% | 0.09 CHF | 0.10 CHF | 305'549 | 75'000 | 279'685 | 75'000 | 30'299 CHF | 8'895 CHF | 99.72% | 99.72% |