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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 15.95% | 0.11 CHF | 0.13 CHF | 460'000 | 75'000 | 441'628 | 75'000 | 50'508 CHF | 10'082 CHF | 100.00% | 100.00% |
16.05.2024 | 17.83% | 0.10 CHF | 0.12 CHF | 500'000 | 75'000 | 490'767 | 75'000 | 50'139 CHF | 9'173 CHF | 98.45% | 98.45% |
15.05.2024 | 16.57% | 0.12 CHF | 0.14 CHF | 420'000 | 75'000 | 442'211 | 74'238 | 49'754 CHF | 9'858 CHF | 98.95% | 98.95% |
14.05.2024 | 16.54% | 0.12 CHF | 0.14 CHF | 420'000 | 75'000 | 456'016 | 75'000 | 50'577 CHF | 9'825 CHF | 99.04% | 99.04% |
13.05.2024 | 17.00% | 0.11 CHF | 0.13 CHF | 460'000 | 75'000 | 476'608 | 75'000 | 50'351 CHF | 9'411 CHF | 99.47% | 99.47% |
10.05.2024 | 18.22% | 0.11 CHF | 0.12 CHF | 460'000 | 75'000 | 499'038 | 75'000 | 47'690 CHF | 8'601 CHF | 100.00% | 100.00% |
08.05.2024 | 19.30% | 0.08 CHF | 0.10 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 42'789 CHF | 7'784 CHF | 98.62% | 98.62% |
07.05.2024 | 21.42% | 0.08 CHF | 0.10 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 38'778 CHF | 7'214 CHF | 96.44% | 96.44% |
06.05.2024 | 24.14% | 0.06 CHF | 0.08 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 34'446 CHF | 6'586 CHF | 100.00% | 100.00% |
03.05.2024 | 25.19% | 0.06 CHF | 0.08 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 34'272 CHF | 6'620 CHF | 98.64% | 98.64% |