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 | 14.85% | 0.15 CHF | 0.18 CHF | 98'652 | 10'000 | 108'646 | 19'813 | 15'225 CHF | 3'219 CHF | 65.87% | 65.87% |
14.05.2024 | 15.94% | 0.12 CHF | 0.15 CHF | 115'008 | 20'000 | 124'151 | 20'000 | 14'735 CHF | 2'789 CHF | 87.68% | 87.68% |
13.05.2024 | 18.60% | 0.11 CHF | 0.13 CHF | 125'122 | 20'000 | 130'016 | 20'000 | 13'919 CHF | 2'584 CHF | 100.00% | 100.00% |
10.05.2024 | 13.69% | 0.14 CHF | 0.16 CHF | 111'108 | 20'000 | 112'547 | 20'000 | 15'713 CHF | 3'205 CHF | 99.27% | 99.27% |
08.05.2024 | 18.13% | 0.11 CHF | 0.13 CHF | 130'198 | 20'000 | 137'212 | 20'000 | 14'328 CHF | 2'506 CHF | 85.56% | 85.56% |
07.05.2024 | 17.41% | 0.11 CHF | 0.13 CHF | 135'901 | 20'000 | 131'718 | 20'000 | 14'911 CHF | 2'698 CHF | 93.15% | 93.15% |
06.05.2024 | 16.99% | 0.11 CHF | 0.14 CHF | 133'540 | 20'000 | 139'215 | 20'000 | 15'360 CHF | 2'617 CHF | 86.12% | 86.12% |
03.05.2024 | 20.94% | 0.10 CHF | 0.12 CHF | 151'622 | 20'000 | 163'489 | 20'000 | 14'013 CHF | 2'126 CHF | 69.61% | 69.61% |
02.05.2024 | 42.06% | 0.04 CHF | 0.06 CHF | 303'509 | 20'000 | 303'262 | 20'000 | 11'519 CHF | 1'159 CHF | 95.38% | 95.38% |
30.04.2024 | 35.49% | 0.04 CHF | 0.06 CHF | 257'596 | 20'000 | 255'142 | 20'000 | 11'957 CHF | 1'337 CHF | 99.34% | 99.34% |