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 | 8.50% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 460'109 | 460'108 | 51'846 CHF | 56'447 CHF | 99.05% | 99.05% |
15.05.2024 | 7.09% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 385'520 | 385'518 | 52'481 CHF | 56'336 CHF | 99.16% | 99.16% |
14.05.2024 | 6.79% | 0.16 CHF | 0.17 CHF | 350'000 | 350'000 | 368'722 | 368'722 | 52'484 CHF | 56'171 CHF | 98.93% | 98.93% |
13.05.2024 | 10.73% | 0.14 CHF | 0.15 CHF | 475'000 | 475'000 | 579'977 | 372'653 | 51'269 CHF | 38'043 CHF | 99.17% | 99.17% |
10.05.2024 | 17.20% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 947'125 | 479'320 | 50'399 CHF | 30'475 CHF | 94.37% | 94.37% |
08.05.2024 | 7.25% | 0.15 CHF | 0.16 CHF | 325'000 | 325'000 | 389'979 | 389'979 | 51'887 CHF | 55'787 CHF | 99.16% | 99.16% |
07.05.2024 | 7.32% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 396'478 | 396'479 | 52'209 CHF | 56'174 CHF | 98.98% | 98.98% |
06.05.2024 | 11.23% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 598'621 | 352'313 | 50'351 CHF | 34'168 CHF | 98.98% | 98.98% |
03.05.2024 | 13.58% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 730'307 | 378'076 | 50'106 CHF | 29'721 CHF | 99.13% | 99.13% |
02.05.2024 | 13.57% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 732'505 | 379'911 | 50'288 CHF | 29'895 CHF | 98.84% | 98.84% |