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 | 6.03% | 0.24 CHF | 0.26 CHF | 210'000 | 75'000 | 217'812 | 75'000 | 49'001 CHF | 17'956 CHF | 99.99% | 99.99% |
16.05.2024 | 5.39% | 0.23 CHF | 0.24 CHF | 220'000 | 75'000 | 211'470 | 75'000 | 50'406 CHF | 18'924 CHF | 97.19% | 97.19% |
15.05.2024 | 5.05% | 0.27 CHF | 0.28 CHF | 190'000 | 75'000 | 195'754 | 74'230 | 50'321 CHF | 20'108 CHF | 98.14% | 98.14% |
14.05.2024 | 7.31% | 0.22 CHF | 0.23 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 43'006 CHF | 15'420 CHF | 100.00% | 100.00% |
13.05.2024 | 6.54% | 0.19 CHF | 0.21 CHF | 225'000 | 75'000 | 224'940 | 75'000 | 46'294 CHF | 16'478 CHF | 99.36% | 99.36% |
10.05.2024 | 8.45% | 0.17 CHF | 0.18 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 32'888 CHF | 11'917 CHF | 100.00% | 100.00% |
08.05.2024 | 9.89% | 0.12 CHF | 0.13 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 28'927 CHF | 10'642 CHF | 97.77% | 97.77% |
07.05.2024 | 8.46% | 0.22 CHF | 0.23 CHF | 225'000 | 75'000 | 55'519 | 41'104 | 12'918 CHF | 10'727 CHF | 92.05% | 92.05% |
06.05.2024 | 18.30% | 0.06 CHF | 0.08 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 12'813 CHF | 5'131 CHF | 98.68% | 98.68% |
03.05.2024 | 27.13% | 0.05 CHF | 0.06 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 9'644 CHF | 4'220 CHF | 98.00% | 98.00% |