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 | 17.91% | 0.11 CHF | 0.12 CHF | 460'000 | 100'000 | 326'406 | 84'234 | 40'950 CHF | 11'600 CHF | 99.00% | 99.00% |
15.05.2024 | 22.53% | 0.09 CHF | 0.16 CHF | 20'000 | 20'000 | 247'274 | 73'392 | 34'272 CHF | 11'095 CHF | 97.68% | 97.68% |
14.05.2024 | 7.36% | 0.13 CHF | 0.14 CHF | 390'000 | 100'000 | 351'671 | 98'953 | 49'995 CHF | 15'089 CHF | 97.88% | 97.88% |
13.05.2024 | 6.69% | 0.15 CHF | 0.16 CHF | 340'000 | 100'000 | 308'389 | 98'506 | 50'181 CHF | 17'054 CHF | 99.99% | 99.99% |
10.05.2024 | 5.62% | 0.18 CHF | 0.19 CHF | 280'000 | 100'000 | 293'816 | 100'000 | 50'815 CHF | 18'309 CHF | 98.68% | 98.68% |
08.05.2024 | 5.32% | 0.18 CHF | 0.19 CHF | 280'000 | 100'000 | 276'970 | 100'000 | 50'673 CHF | 19'303 CHF | 100.00% | 100.00% |
07.05.2024 | 5.35% | 0.18 CHF | 0.19 CHF | 280'000 | 100'000 | 277'797 | 100'000 | 50'540 CHF | 19'208 CHF | 99.95% | 99.95% |
06.05.2024 | 7.77% | 0.19 CHF | 0.20 CHF | 270'000 | 100'000 | 227'058 | 92'150 | 45'640 CHF | 19'539 CHF | 99.99% | 99.99% |
03.05.2024 | 9.56% | 0.22 CHF | 0.23 CHF | 230'000 | 100'000 | 201'325 | 85'858 | 42'106 CHF | 18'974 CHF | 97.47% | 97.47% |
02.05.2024 | 6.93% | 0.19 CHF | 0.20 CHF | 270'000 | 100'000 | 242'414 | 94'458 | 47'217 CHF | 19'443 CHF | 99.46% | 99.46% |