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 | 5.60% | 0.29 CHF | 0.31 CHF | 180'000 | 25'000 | 90'724 | 18'664 | 27'164 CHF | 5'842 CHF | 99.32% | 99.32% |
15.05.2024 | 7.69% | 0.28 CHF | 0.30 CHF | 12'500 | 12'500 | 12'399 | 12'399 | 3'383 CHF | 3'652 CHF | 98.95% | 98.95% |
14.05.2024 | 7.43% | 0.27 CHF | 0.29 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 3'485 CHF | 3'752 CHF | 87.70% | 87.70% |
13.05.2024 | 7.60% | 0.13 CHF | 0.14 CHF | 390'000 | 25'000 | 363'859 | 25'000 | 50'580 CHF | 3'757 CHF | 95.03% | 95.03% |
10.05.2024 | 8.59% | 0.13 CHF | 0.14 CHF | 390'000 | 25'000 | 396'857 | 25'000 | 50'602 CHF | 3'478 CHF | 48.39% | 48.39% |
08.05.2024 | 9.11% | 0.12 CHF | 0.13 CHF | 420'000 | 25'000 | 417'601 | 25'000 | 50'429 CHF | 3'310 CHF | 99.90% | 99.90% |
07.05.2024 | 9.33% | 0.12 CHF | 0.13 CHF | 420'000 | 25'000 | 453'520 | 25'000 | 50'476 CHF | 3'062 CHF | 96.52% | 96.52% |
06.05.2024 | 9.39% | 0.11 CHF | 0.12 CHF | 460'000 | 25'000 | 464'669 | 25'000 | 50'528 CHF | 2'988 CHF | 100.00% | 100.00% |
03.05.2024 | 10.20% | 0.10 CHF | 0.11 CHF | 500'000 | 25'000 | 493'072 | 25'000 | 49'669 CHF | 2'792 CHF | 98.63% | 98.63% |
02.05.2024 | 10.03% | 0.09 CHF | 0.10 CHF | 500'000 | 25'000 | 499'760 | 25'000 | 49'246 CHF | 2'724 CHF | 96.60% | 96.60% |