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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24.05.2024 | 12.04% | 0.11 CHF | 0.12 CHF | 460'000 | 75'000 | 473'944 | 75'000 | 49'738 CHF | 8'886 CHF | 94.17% | 94.17% |
23.05.2024 | 15.27% | 0.10 CHF | 0.11 CHF | 500'000 | 75'000 | 494'486 | 75'000 | 49'274 CHF | 8'716 CHF | 99.41% | 99.41% |
22.05.2024 | 18.53% | 0.09 CHF | 0.11 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 42'321 CHF | 7'638 CHF | 97.30% | 97.30% |
21.05.2024 | 16.90% | 0.10 CHF | 0.11 CHF | 500'000 | 75'000 | 499'478 | 75'000 | 46'564 CHF | 8'279 CHF | 83.60% | 83.60% |
17.05.2024 | 13.80% | 0.13 CHF | 0.15 CHF | 390'000 | 50'000 | 385'589 | 50'000 | 50'660 CHF | 7'547 CHF | 100.00% | 100.00% |
16.05.2024 | 11.03% | 0.16 CHF | 0.17 CHF | 320'000 | 50'000 | 321'501 | 50'000 | 51'176 CHF | 8'892 CHF | 99.02% | 99.02% |
15.05.2024 | 10.53% | 0.16 CHF | 0.18 CHF | 320'000 | 50'000 | 322'722 | 49'759 | 51'143 CHF | 8'768 CHF | 98.90% | 98.90% |
14.05.2024 | 10.59% | 0.15 CHF | 0.17 CHF | 340'000 | 50'000 | 316'952 | 50'000 | 50'996 CHF | 8'973 CHF | 100.00% | 100.00% |
13.05.2024 | 9.86% | 0.16 CHF | 0.18 CHF | 320'000 | 50'000 | 300'914 | 50'000 | 50'919 CHF | 9'357 CHF | 100.00% | 100.00% |
10.05.2024 | 9.56% | 0.17 CHF | 0.19 CHF | 300'000 | 50'000 | 283'865 | 50'000 | 50'761 CHF | 9'851 CHF | 97.80% | 97.80% |