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 | 13.22% | 0.21 CHF | 0.24 CHF | 240'000 | 25'000 | 232'341 | 25'000 | 50'553 CHF | 6'211 CHF | 99.01% | 99.01% |
15.05.2024 | 13.51% | 0.21 CHF | 0.24 CHF | 240'000 | 25'000 | 240'482 | 24'952 | 50'361 CHF | 5'985 CHF | 98.90% | 98.90% |
14.05.2024 | 15.02% | 0.19 CHF | 0.22 CHF | 270'000 | 25'000 | 282'221 | 25'000 | 50'773 CHF | 5'235 CHF | 100.00% | 100.00% |
13.05.2024 | 11.82% | 0.16 CHF | 0.18 CHF | 320'000 | 25'000 | 331'279 | 25'000 | 51'076 CHF | 4'343 CHF | 100.00% | 100.00% |
10.05.2024 | 13.17% | 0.16 CHF | 0.18 CHF | 320'000 | 50'000 | 314'343 | 50'000 | 51'062 CHF | 9'298 CHF | 95.57% | 95.57% |
08.05.2024 | 13.15% | 0.14 CHF | 0.16 CHF | 360'000 | 25'000 | 356'817 | 25'000 | 50'496 CHF | 4'038 CHF | 98.83% | 98.83% |
07.05.2024 | 11.35% | 0.15 CHF | 0.17 CHF | 340'000 | 25'000 | 338'358 | 25'000 | 51'016 CHF | 4'224 CHF | 97.06% | 97.06% |
06.05.2024 | 11.80% | 0.14 CHF | 0.16 CHF | 360'000 | 50'000 | 355'909 | 50'000 | 50'528 CHF | 7'991 CHF | 100.00% | 100.00% |
03.05.2024 | 10.90% | 0.14 CHF | 0.16 CHF | 360'000 | 50'000 | 361'356 | 50'000 | 50'478 CHF | 7'798 CHF | 84.22% | 84.22% |
02.05.2024 | 12.20% | 0.11 CHF | 0.13 CHF | 460'000 | 50'000 | 425'945 | 50'000 | 50'455 CHF | 6'703 CHF | 99.40% | 99.40% |