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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 6.65% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 360'981 | 360'980 | 52'531 CHF | 56'141 CHF | 99.64% | 99.64% |
22.05.2024 | 6.68% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 363'740 | 363'740 | 52'621 CHF | 56'258 CHF | 98.46% | 98.46% |
21.05.2024 | 8.13% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 435'188 | 435'188 | 51'340 CHF | 55'692 CHF | 100.00% | 100.00% |
17.05.2024 | 8.36% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 450'809 | 443'791 | 51'675 CHF | 55'341 CHF | 100.00% | 100.00% |
16.05.2024 | 11.81% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 635'283 | 327'760 | 50'671 CHF | 29'413 CHF | 99.90% | 99.90% |
15.05.2024 | 10.29% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 550'669 | 375'416 | 50'766 CHF | 38'892 CHF | 100.00% | 100.00% |
14.05.2024 | 8.90% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 481'678 | 481'677 | 51'737 CHF | 56'554 CHF | 99.76% | 99.76% |
13.05.2024 | 9.36% | 0.11 CHF | 0.12 CHF | 500'000 | 500'000 | 497'154 | 482'843 | 50'693 CHF | 54'200 CHF | 100.00% | 100.00% |
10.05.2024 | 9.21% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 489'538 | 489'538 | 50'739 CHF | 55'635 CHF | 100.00% | 100.00% |
08.05.2024 | 8.04% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 427'797 | 427'797 | 51'071 CHF | 55'349 CHF | 96.89% | 96.89% |