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 | 4.54% | 0.35 CHF | 0.36 CHF | 150'000 | 50'000 | 87'863 | 37'495 | 29'687 CHF | 12'932 CHF | 97.80% | 97.80% |
15.05.2024 | 3.14% | 0.31 CHF | 0.32 CHF | 170'000 | 50'000 | 165'287 | 49'752 | 51'919 CHF | 16'132 CHF | 98.95% | 98.95% |
14.05.2024 | 3.83% | 0.31 CHF | 0.32 CHF | 170'000 | 50'000 | 198'800 | 50'000 | 51'017 CHF | 13'546 CHF | 97.14% | 97.14% |
13.05.2024 | 5.69% | 0.21 CHF | 0.22 CHF | 240'000 | 50'000 | 298'970 | 50'000 | 51'003 CHF | 9'067 CHF | 100.00% | 100.00% |
10.05.2024 | 5.34% | 0.18 CHF | 0.19 CHF | 280'000 | 50'000 | 278'634 | 50'000 | 50'777 CHF | 9'632 CHF | 94.82% | 94.82% |
08.05.2024 | 5.29% | 0.17 CHF | 0.18 CHF | 300'000 | 50'000 | 275'160 | 50'000 | 50'616 CHF | 9'721 CHF | 99.02% | 99.02% |
07.05.2024 | 6.34% | 0.17 CHF | 0.18 CHF | 300'000 | 50'000 | 333'500 | 50'000 | 50'949 CHF | 8'162 CHF | 99.98% | 99.98% |
06.05.2024 | 6.84% | 0.15 CHF | 0.16 CHF | 340'000 | 50'000 | 354'895 | 49'867 | 50'492 CHF | 7'616 CHF | 99.99% | 99.99% |
03.05.2024 | 12.56% | 0.11 CHF | 0.12 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'731 CHF | 3'097 CHF | 94.77% | 94.77% |
02.05.2024 | 13.18% | 0.13 CHF | 0.14 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 4'117 CHF | 4'694 CHF | 98.57% | 98.57% |