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 | 11.83% | 0.13 CHF | 0.16 CHF | 50'000 | 50'000 | 312'853 | 88'093 | 40'846 CHF | 12'895 CHF | 95.80% | 95.80% |
14.05.2024 | 8.29% | 0.14 CHF | 0.16 CHF | 360'000 | 100'000 | 306'759 | 100'000 | 50'892 CHF | 18'096 CHF | 95.07% | 95.07% |
13.05.2024 | 10.73% | 0.13 CHF | 0.15 CHF | 390'000 | 100'000 | 409'013 | 100'000 | 50'529 CHF | 13'838 CHF | 95.20% | 95.20% |
10.05.2024 | 10.36% | 0.12 CHF | 0.13 CHF | 420'000 | 100'000 | 410'668 | 100'000 | 50'490 CHF | 13'659 CHF | 98.55% | 98.55% |
08.05.2024 | 9.48% | 0.14 CHF | 0.15 CHF | 360'000 | 100'000 | 345'723 | 100'000 | 50'802 CHF | 16'237 CHF | 98.78% | 98.78% |
07.05.2024 | 6.96% | 0.17 CHF | 0.19 CHF | 300'000 | 100'000 | 266'442 | 100'000 | 50'760 CHF | 20'468 CHF | 95.90% | 95.90% |
06.05.2024 | 4.83% | 0.23 CHF | 0.25 CHF | 220'000 | 100'000 | 204'227 | 100'000 | 50'459 CHF | 25'999 CHF | 96.34% | 96.34% |
03.05.2024 | 4.15% | 0.33 CHF | 0.34 CHF | 160'000 | 100'000 | 169'551 | 100'000 | 51'884 CHF | 31'963 CHF | 97.78% | 97.78% |
02.05.2024 | 4.73% | 0.31 CHF | 0.32 CHF | 170'000 | 100'000 | 176'936 | 100'000 | 51'682 CHF | 30'656 CHF | 99.31% | 99.31% |
30.04.2024 | 4.83% | 0.28 CHF | 0.29 CHF | 180'000 | 100'000 | 187'469 | 100'000 | 51'191 CHF | 28'695 CHF | 100.00% | 100.00% |