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 | 4.20% | 0.22 CHF | 0.23 CHF | 230'000 | 100'000 | 216'601 | 100'000 | 50'516 CHF | 24'340 CHF | 99.35% | 99.35% |
15.05.2024 | 3.67% | 0.28 CHF | 0.29 CHF | 180'000 | 100'000 | 189'859 | 99'754 | 51'229 CHF | 27'954 CHF | 98.86% | 98.86% |
14.05.2024 | 3.85% | 0.29 CHF | 0.30 CHF | 180'000 | 100'000 | 199'175 | 100'000 | 50'791 CHF | 26'559 CHF | 100.00% | 100.00% |
13.05.2024 | 4.11% | 0.24 CHF | 0.25 CHF | 210'000 | 100'000 | 211'180 | 100'000 | 50'380 CHF | 24'890 CHF | 100.00% | 100.00% |
10.05.2024 | 5.01% | 0.22 CHF | 0.23 CHF | 230'000 | 200'000 | 260'947 | 200'000 | 50'755 CHF | 40'986 CHF | 100.00% | 100.00% |
08.05.2024 | 6.66% | 0.14 CHF | 0.15 CHF | 360'000 | 200'000 | 349'474 | 200'000 | 50'738 CHF | 31'071 CHF | 100.00% | 100.00% |
07.05.2024 | 9.43% | 0.12 CHF | 0.13 CHF | 420'000 | 200'000 | 477'999 | 200'000 | 48'642 CHF | 22'442 CHF | 96.44% | 96.44% |
06.05.2024 | 11.30% | 0.07 CHF | 0.08 CHF | 500'000 | 200'000 | 500'000 | 200'000 | 41'946 CHF | 18'778 CHF | 100.00% | 100.00% |
03.05.2024 | 10.61% | 0.07 CHF | 0.08 CHF | 500'000 | 200'000 | 500'000 | 200'000 | 44'950 CHF | 19'980 CHF | 98.64% | 98.64% |
02.05.2024 | 8.81% | 0.10 CHF | 0.11 CHF | 500'000 | 200'000 | 464'077 | 200'000 | 50'353 CHF | 23'802 CHF | 99.12% | 99.12% |