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 | 12.85% | 0.15 CHF | 0.17 CHF | 283'491 | 50'000 | 288'153 | 49'495 | 42'593 CHF | 8'317 CHF | 98.90% | 98.90% |
14.05.2024 | 11.53% | 0.15 CHF | 0.17 CHF | 297'520 | 50'000 | 302'182 | 50'000 | 43'582 CHF | 8'103 CHF | 100.00% | 100.00% |
13.05.2024 | 13.96% | 0.13 CHF | 0.15 CHF | 329'397 | 50'000 | 309'219 | 50'000 | 41'039 CHF | 7'642 CHF | 100.00% | 100.00% |
10.05.2024 | 13.56% | 0.14 CHF | 0.16 CHF | 306'820 | 50'000 | 305'354 | 50'000 | 41'877 CHF | 7'852 CHF | 100.00% | 100.00% |
08.05.2024 | 16.43% | 0.12 CHF | 0.14 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 16'774 CHF | 6'591 CHF | 98.83% | 98.83% |
07.05.2024 | 16.55% | 0.11 CHF | 0.13 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 16'521 CHF | 6'500 CHF | 96.43% | 96.43% |
06.05.2024 | 16.57% | 0.11 CHF | 0.13 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 16'500 CHF | 6'494 CHF | 100.00% | 100.00% |
03.05.2024 | 16.27% | 0.11 CHF | 0.12 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 16'384 CHF | 6'429 CHF | 97.94% | 97.94% |
02.05.2024 | 15.68% | 0.10 CHF | 0.12 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 14'912 CHF | 5'820 CHF | 99.40% | 99.40% |
30.04.2024 | 18.66% | 0.09 CHF | 0.11 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 14'377 CHF | 5'776 CHF | 100.00% | 100.00% |