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 |
---|---|---|---|---|---|---|---|---|---|---|---|
21.05.2024 | 6.22% | 0.16 CHF | 0.17 CHF | 320'000 | 100'000 | 328'007 | 100'000 | 51'120 CHF | 16'600 CHF | 100.00% | 100.00% |
17.05.2024 | 6.17% | 0.15 CHF | 0.16 CHF | 340'000 | 100'000 | 325'533 | 100'000 | 51'144 CHF | 16'723 CHF | 100.00% | 100.00% |
16.05.2024 | 6.67% | 0.14 CHF | 0.15 CHF | 360'000 | 100'000 | 349'947 | 100'000 | 50'702 CHF | 15'503 CHF | 99.35% | 99.35% |
15.05.2024 | 6.23% | 0.16 CHF | 0.17 CHF | 320'000 | 100'000 | 322'244 | 99'750 | 51'165 CHF | 16'866 CHF | 98.88% | 98.88% |
14.05.2024 | 6.29% | 0.17 CHF | 0.18 CHF | 300'000 | 100'000 | 331'748 | 100'000 | 51'061 CHF | 16'413 CHF | 100.00% | 100.00% |
13.05.2024 | 6.64% | 0.15 CHF | 0.16 CHF | 340'000 | 100'000 | 348'529 | 100'000 | 50'744 CHF | 15'574 CHF | 100.00% | 100.00% |
10.05.2024 | 7.39% | 0.14 CHF | 0.15 CHF | 360'000 | 200'000 | 388'690 | 200'000 | 50'670 CHF | 28'087 CHF | 100.00% | 100.00% |
08.05.2024 | 8.69% | 0.11 CHF | 0.12 CHF | 460'000 | 200'000 | 459'879 | 200'000 | 50'597 CHF | 24'006 CHF | 100.00% | 100.00% |
07.05.2024 | 10.28% | 0.10 CHF | 0.11 CHF | 500'000 | 200'000 | 500'000 | 200'000 | 46'323 CHF | 20'529 CHF | 98.92% | 98.92% |
06.05.2024 | 10.76% | 0.08 CHF | 0.09 CHF | 500'000 | 200'000 | 500'000 | 200'000 | 44'038 CHF | 19'615 CHF | 100.00% | 100.00% |