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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 8.21% | 0.22 CHF | 0.24 CHF | 206'705 | 50'000 | 207'689 | 50'000 | 46'031 CHF | 12'029 CHF | 99.94% | 99.94% |
16.05.2024 | 7.03% | 0.22 CHF | 0.24 CHF | 210'489 | 50'000 | 213'960 | 50'000 | 46'281 CHF | 11'602 CHF | 93.22% | 93.22% |
15.05.2024 | 9.27% | 0.20 CHF | 0.22 CHF | 233'313 | 50'000 | 247'213 | 49'427 | 44'731 CHF | 9'825 CHF | 96.97% | 96.97% |
14.05.2024 | 10.64% | 0.15 CHF | 0.17 CHF | 272'170 | 50'000 | 287'878 | 50'000 | 41'526 CHF | 8'041 CHF | 96.93% | 96.93% |
13.05.2024 | 11.86% | 0.14 CHF | 0.16 CHF | 298'139 | 50'000 | 309'346 | 50'000 | 40'290 CHF | 7'336 CHF | 87.95% | 87.95% |
10.05.2024 | 9.89% | 0.13 CHF | 0.15 CHF | 308'003 | 50'000 | 326'086 | 50'000 | 40'529 CHF | 6'866 CHF | 99.90% | 99.90% |
08.05.2024 | 12.01% | 0.12 CHF | 0.14 CHF | 323'039 | 50'000 | 322'647 | 50'000 | 40'465 CHF | 7'078 CHF | 93.72% | 93.72% |
07.05.2024 | 11.95% | 0.13 CHF | 0.15 CHF | 317'527 | 50'000 | 324'396 | 50'000 | 40'550 CHF | 7'045 CHF | 92.93% | 92.93% |
06.05.2024 | 13.50% | 0.11 CHF | 0.13 CHF | 345'631 | 50'000 | 345'874 | 50'000 | 39'189 CHF | 6'482 CHF | 86.92% | 86.92% |
03.05.2024 | 10.80% | 0.12 CHF | 0.13 CHF | 336'902 | 50'000 | 351'735 | 50'000 | 40'375 CHF | 6'410 CHF | 94.51% | 94.51% |