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 | 7.82% | 0.18 CHF | 0.20 CHF | 130'128 | 50'000 | 135'630 | 49'447 | 23'419 CHF | 9'257 CHF | 98.90% | 98.90% |
14.05.2024 | 6.35% | 0.20 CHF | 0.21 CHF | 128'351 | 50'000 | 127'218 | 50'000 | 25'494 CHF | 10'693 CHF | 99.97% | 99.97% |
13.05.2024 | 8.03% | 0.16 CHF | 0.17 CHF | 148'550 | 50'000 | 157'418 | 50'000 | 22'329 CHF | 7'690 CHF | 100.00% | 100.00% |
10.05.2024 | 9.54% | 0.13 CHF | 0.14 CHF | 167'267 | 50'000 | 175'549 | 50'000 | 21'543 CHF | 6'764 CHF | 99.99% | 99.99% |
08.05.2024 | 9.69% | 0.11 CHF | 0.13 CHF | 184'726 | 50'000 | 165'182 | 50'000 | 22'987 CHF | 7'741 CHF | 98.85% | 98.85% |
07.05.2024 | 8.51% | 0.17 CHF | 0.19 CHF | 144'120 | 50'000 | 154'735 | 50'000 | 24'238 CHF | 8'537 CHF | 97.06% | 97.06% |
06.05.2024 | 8.23% | 0.14 CHF | 0.15 CHF | 171'114 | 50'000 | 158'813 | 50'000 | 24'642 CHF | 8'443 CHF | 99.99% | 99.99% |
03.05.2024 | 6.86% | 0.15 CHF | 0.17 CHF | 159'159 | 50'000 | 146'734 | 50'000 | 26'955 CHF | 9'873 CHF | 97.93% | 97.93% |
02.05.2024 | 5.64% | 0.19 CHF | 0.20 CHF | 144'994 | 50'000 | 139'988 | 50'000 | 28'635 CHF | 10'832 CHF | 99.35% | 99.35% |
30.04.2024 | 8.26% | 0.21 CHF | 0.22 CHF | 142'219 | 50'000 | 165'819 | 50'000 | 25'889 CHF | 8'831 CHF | 99.89% | 99.89% |