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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16.05.2024 | 8.61% | 0.23 CHF | 0.25 CHF | 220'000 | 25'000 | 219'691 | 25'000 | 50'594 CHF | 6'276 CHF | 99.02% | 99.02% |
15.05.2024 | 8.82% | 0.23 CHF | 0.25 CHF | 220'000 | 25'000 | 227'687 | 24'952 | 50'597 CHF | 6'058 CHF | 98.90% | 98.90% |
14.05.2024 | 8.91% | 0.21 CHF | 0.23 CHF | 240'000 | 25'000 | 254'067 | 25'000 | 50'513 CHF | 5'443 CHF | 100.00% | 100.00% |
13.05.2024 | 9.94% | 0.18 CHF | 0.20 CHF | 280'000 | 25'000 | 288'575 | 25'000 | 50'687 CHF | 4'855 CHF | 100.00% | 100.00% |
10.05.2024 | 9.13% | 0.18 CHF | 0.20 CHF | 280'000 | 50'000 | 280'015 | 50'000 | 50'865 CHF | 9'963 CHF | 100.00% | 100.00% |
08.05.2024 | 11.58% | 0.16 CHF | 0.18 CHF | 320'000 | 25'000 | 316'563 | 25'000 | 51'166 CHF | 4'540 CHF | 98.83% | 98.83% |
07.05.2024 | 10.70% | 0.17 CHF | 0.19 CHF | 300'000 | 25'000 | 298'675 | 25'000 | 50'960 CHF | 4'748 CHF | 97.06% | 97.06% |
06.05.2024 | 9.03% | 0.16 CHF | 0.18 CHF | 320'000 | 50'000 | 310'207 | 50'000 | 51'102 CHF | 9'021 CHF | 100.00% | 100.00% |
03.05.2024 | 9.56% | 0.16 CHF | 0.18 CHF | 320'000 | 50'000 | 315'965 | 50'000 | 51'147 CHF | 8'912 CHF | 97.94% | 97.94% |
02.05.2024 | 11.71% | 0.14 CHF | 0.16 CHF | 360'000 | 50'000 | 354'121 | 50'000 | 50'576 CHF | 8'033 CHF | 99.40% | 99.40% |