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 | 10.00% | 0.09 CHF | 0.10 CHF | 500'000 | 75'000 | 488'343 | 75'000 | 49'418 CHF | 8'403 CHF | 98.70% | 98.70% |
15.05.2024 | 10.49% | 0.12 CHF | 0.13 CHF | 420'000 | 75'000 | 481'129 | 74'208 | 45'688 CHF | 7'860 CHF | 94.94% | 94.94% |
14.05.2024 | 30.91% | 0.05 CHF | 0.07 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 2'131 CHF | 2'893 CHF | 96.64% | 96.64% |
13.05.2024 | 10.09% | 0.10 CHF | 0.11 CHF | 500'000 | 75'000 | 496'748 | 75'000 | 49'475 CHF | 8'268 CHF | 95.93% | 95.93% |
10.05.2024 | 7.71% | 0.12 CHF | 0.13 CHF | 420'000 | 75'000 | 382'757 | 75'000 | 50'589 CHF | 10'727 CHF | 80.90% | 80.90% |
08.05.2024 | 7.94% | 0.11 CHF | 0.12 CHF | 460'000 | 75'000 | 401'621 | 75'000 | 50'508 CHF | 10'258 CHF | 58.65% | 58.65% |
07.05.2024 | 10.18% | 0.12 CHF | 0.13 CHF | 420'000 | 75'000 | 429'846 | 71'548 | 46'174 CHF | 8'489 CHF | 95.75% | 95.75% |
06.05.2024 | 8.85% | 0.10 CHF | 0.11 CHF | 500'000 | 75'000 | 446'509 | 75'000 | 50'474 CHF | 9'288 CHF | 97.26% | 97.26% |
03.05.2024 | 8.54% | 0.12 CHF | 0.13 CHF | 420'000 | 75'000 | 438'861 | 75'000 | 50'543 CHF | 9'439 CHF | 95.82% | 95.82% |
02.05.2024 | 8.71% | 0.10 CHF | 0.11 CHF | 500'000 | 75'000 | 449'096 | 75'000 | 50'263 CHF | 9'199 CHF | 99.13% | 99.13% |