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 | 11.08% | 0.21 CHF | 0.23 CHF | 240'000 | 100'000 | 119'125 | 66'505 | 22'688 CHF | 13'693 CHF | 96.38% | 96.38% |
15.05.2024 | 11.74% | 0.13 CHF | 0.16 CHF | 50'000 | 50'000 | 287'413 | 88'095 | 40'402 CHF | 13'770 CHF | 95.81% | 95.81% |
14.05.2024 | 9.39% | 0.14 CHF | 0.15 CHF | 360'000 | 100'000 | 392'980 | 100'000 | 50'606 CHF | 14'164 CHF | 95.09% | 95.09% |
13.05.2024 | 8.29% | 0.15 CHF | 0.16 CHF | 340'000 | 100'000 | 330'307 | 100'000 | 50'997 CHF | 16'817 CHF | 95.20% | 95.20% |
10.05.2024 | 8.67% | 0.16 CHF | 0.18 CHF | 320'000 | 100'000 | 316'911 | 100'000 | 51'157 CHF | 17'620 CHF | 98.55% | 98.55% |
08.05.2024 | 7.59% | 0.16 CHF | 0.17 CHF | 320'000 | 100'000 | 327'736 | 100'000 | 51'101 CHF | 16'846 CHF | 98.78% | 98.78% |
07.05.2024 | 8.04% | 0.15 CHF | 0.16 CHF | 340'000 | 100'000 | 364'480 | 100'000 | 50'445 CHF | 15'014 CHF | 95.92% | 95.92% |
06.05.2024 | 9.61% | 0.12 CHF | 0.13 CHF | 420'000 | 100'000 | 426'178 | 100'000 | 50'431 CHF | 13'045 CHF | 96.34% | 96.34% |
03.05.2024 | 11.29% | 0.10 CHF | 0.11 CHF | 500'000 | 100'000 | 477'739 | 100'000 | 50'146 CHF | 11'768 CHF | 97.82% | 97.82% |
02.05.2024 | 10.89% | 0.10 CHF | 0.12 CHF | 500'000 | 100'000 | 455'376 | 100'000 | 50'542 CHF | 12'396 CHF | 99.41% | 99.41% |