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 | 6.19% | 0.32 CHF | 0.34 CHF | 160'000 | 50'000 | 169'442 | 50'000 | 51'754 CHF | 16'265 CHF | 82.03% | 82.03% |
15.05.2024 | 7.57% | 0.26 CHF | 0.28 CHF | 200'000 | 50'000 | 200'332 | 49'347 | 51'152 CHF | 13'598 CHF | 60.62% | 60.62% |
14.05.2024 | 8.94% | 0.25 CHF | 0.27 CHF | 200'000 | 50'000 | 225'649 | 49'080 | 48'628 CHF | 11'616 CHF | 46.59% | 46.59% |
13.05.2024 | 9.04% | 0.22 CHF | 0.24 CHF | 230'000 | 50'000 | 239'353 | 50'000 | 50'351 CHF | 11'524 CHF | 74.51% | 74.51% |
10.05.2024 | 9.37% | 0.20 CHF | 0.22 CHF | 250'000 | 50'000 | 249'626 | 50'000 | 49'949 CHF | 10'994 CHF | 72.66% | 72.66% |
08.05.2024 | 5.94% | 0.19 CHF | 0.20 CHF | 271'531 | 50'000 | 287'879 | 50'000 | 47'887 CHF | 8'843 CHF | 54.73% | 54.73% |
07.05.2024 | 6.83% | 0.14 CHF | 0.15 CHF | 311'981 | 50'000 | 312'150 | 50'000 | 44'159 CHF | 7'575 CHF | 70.12% | 70.12% |
06.05.2024 | 7.26% | 0.12 CHF | 0.13 CHF | 346'832 | 50'000 | 316'850 | 49'823 | 42'494 CHF | 7'208 CHF | 69.95% | 69.95% |
03.05.2024 | 15.98% | 0.13 CHF | 0.15 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'819 CHF | 3'302 CHF | 98.64% | 98.64% |
02.05.2024 | 17.16% | 0.09 CHF | 0.11 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'535 CHF | 3'008 CHF | 99.13% | 99.13% |