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 | 15.73% | 0.18 CHF | 0.22 CHF | 280'000 | 25'000 | 267'889 | 25'000 | 51'143 CHF | 5'590 CHF | 99.01% | 99.01% |
15.05.2024 | 15.05% | 0.19 CHF | 0.22 CHF | 270'000 | 25'000 | 272'302 | 24'952 | 50'974 CHF | 5'434 CHF | 98.90% | 98.90% |
14.05.2024 | 12.27% | 0.17 CHF | 0.20 CHF | 300'000 | 25'000 | 323'218 | 25'000 | 51'079 CHF | 4'481 CHF | 100.00% | 100.00% |
13.05.2024 | 13.73% | 0.14 CHF | 0.16 CHF | 360'000 | 25'000 | 378'912 | 25'000 | 50'609 CHF | 3'837 CHF | 100.00% | 100.00% |
10.05.2024 | 12.56% | 0.14 CHF | 0.16 CHF | 360'000 | 50'000 | 358'440 | 50'000 | 50'691 CHF | 8'036 CHF | 95.57% | 95.57% |
08.05.2024 | 15.11% | 0.12 CHF | 0.14 CHF | 420'000 | 25'000 | 415'232 | 25'000 | 50'448 CHF | 3'536 CHF | 98.83% | 98.83% |
07.05.2024 | 13.34% | 0.13 CHF | 0.15 CHF | 390'000 | 25'000 | 389'737 | 25'000 | 50'693 CHF | 3'718 CHF | 97.05% | 97.05% |
06.05.2024 | 13.98% | 0.12 CHF | 0.14 CHF | 420'000 | 50'000 | 415'244 | 50'000 | 50'450 CHF | 6'991 CHF | 100.00% | 100.00% |
03.05.2024 | 12.78% | 0.12 CHF | 0.14 CHF | 420'000 | 50'000 | 422'697 | 50'000 | 50'435 CHF | 6'790 CHF | 84.23% | 84.23% |
02.05.2024 | 14.29% | 0.09 CHF | 0.11 CHF | 500'000 | 50'000 | 496'655 | 50'000 | 49'508 CHF | 5'755 CHF | 99.40% | 99.40% |