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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 5.58% | 0.17 CHF | 0.18 CHF | 225'875 | 100'000 | 227'648 | 98'828 | 39'767 CHF | 18'282 CHF | 86.16% | 86.16% |
14.05.2024 | 5.46% | 0.19 CHF | 0.20 CHF | 223'792 | 100'000 | 226'118 | 100'000 | 40'534 CHF | 19'004 CHF | 93.10% | 93.10% |
13.05.2024 | 6.07% | 0.16 CHF | 0.17 CHF | 244'294 | 100'000 | 231'353 | 100'000 | 37'012 CHF | 17'022 CHF | 92.72% | 92.72% |
10.05.2024 | 7.18% | 0.13 CHF | 0.14 CHF | 275'383 | 100'000 | 263'031 | 100'000 | 35'367 CHF | 14'463 CHF | 94.79% | 94.79% |
08.05.2024 | 10.52% | 0.09 CHF | 0.10 CHF | 342'368 | 100'000 | 326'242 | 100'000 | 29'478 CHF | 10'056 CHF | 99.98% | 99.98% |
07.05.2024 | 10.32% | 0.09 CHF | 0.10 CHF | 341'102 | 100'000 | 323'550 | 100'000 | 29'791 CHF | 10'212 CHF | 95.73% | 95.73% |
06.05.2024 | 11.61% | 0.09 CHF | 0.10 CHF | 351'516 | 100'000 | 361'910 | 100'000 | 29'495 CHF | 9'187 CHF | 94.79% | 94.79% |
03.05.2024 | 14.39% | 0.07 CHF | 0.08 CHF | 418'411 | 100'000 | 426'860 | 100'000 | 27'618 CHF | 7'487 CHF | 98.63% | 98.63% |
02.05.2024 | 17.62% | 0.05 CHF | 0.06 CHF | 500'000 | 100'000 | 487'354 | 100'000 | 25'382 CHF | 6'221 CHF | 98.67% | 98.67% |
30.04.2024 | 16.13% | 0.05 CHF | 0.06 CHF | 495'305 | 100'000 | 489'218 | 100'000 | 28'029 CHF | 6'733 CHF | 100.00% | 100.00% |