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 | 6.20% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 332'020 | 332'020 | 51'927 CHF | 55'247 CHF | 99.86% | 99.86% |
15.05.2024 | 6.44% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 346'866 | 346'866 | 52'162 CHF | 55'631 CHF | 100.00% | 100.00% |
14.05.2024 | 5.86% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 313'312 | 313'311 | 51'898 CHF | 55'031 CHF | 99.77% | 99.77% |
13.05.2024 | 5.14% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 275'840 | 275'840 | 52'277 CHF | 55'036 CHF | 100.00% | 100.00% |
10.05.2024 | 6.54% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 352'128 | 352'128 | 52'138 CHF | 55'660 CHF | 100.00% | 100.00% |
08.05.2024 | 7.96% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 425'687 | 425'687 | 51'379 CHF | 55'636 CHF | 100.00% | 100.00% |
07.05.2024 | 9.73% | 0.12 CHF | 0.13 CHF | 475'000 | 475'000 | 528'901 | 410'714 | 51'736 CHF | 45'015 CHF | 99.85% | 99.85% |
06.05.2024 | 11.08% | 0.07 CHF | 0.08 CHF | 675'000 | 350'000 | 595'586 | 327'754 | 50'810 CHF | 31'515 CHF | 99.83% | 99.83% |
03.05.2024 | 8.96% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 482'395 | 482'395 | 51'453 CHF | 56'277 CHF | 100.00% | 100.00% |
02.05.2024 | 9.30% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 488'204 | 488'204 | 50'156 CHF | 55'038 CHF | 100.00% | 100.00% |