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 | 34.21% | 0.05 CHF | 0.06 CHF | 500'000 | 100'000 | 405'402 | 84'234 | 28'456 CHF | 6'847 CHF | 99.00% | 99.00% |
15.05.2024 | 40.12% | 0.03 CHF | 0.10 CHF | 20'000 | 20'000 | 339'160 | 73'193 | 26'995 CHF | 6'734 CHF | 98.05% | 98.05% |
14.05.2024 | 11.97% | 0.08 CHF | 0.09 CHF | 500'000 | 100'000 | 493'716 | 98'953 | 42'496 CHF | 9'515 CHF | 97.88% | 97.88% |
13.05.2024 | 10.10% | 0.09 CHF | 0.10 CHF | 500'000 | 100'000 | 462'238 | 98'506 | 49'235 CHF | 11'523 CHF | 99.99% | 99.99% |
10.05.2024 | 8.16% | 0.12 CHF | 0.13 CHF | 420'000 | 100'000 | 429'203 | 100'000 | 50'446 CHF | 12'770 CHF | 96.35% | 96.35% |
08.05.2024 | 7.56% | 0.13 CHF | 0.14 CHF | 390'000 | 100'000 | 397'578 | 100'000 | 50'623 CHF | 13'747 CHF | 100.00% | 100.00% |
07.05.2024 | 7.67% | 0.12 CHF | 0.13 CHF | 420'000 | 100'000 | 403'067 | 100'000 | 50'502 CHF | 13'564 CHF | 99.95% | 99.95% |
06.05.2024 | 10.75% | 0.14 CHF | 0.15 CHF | 360'000 | 100'000 | 317'216 | 92'150 | 45'944 CHF | 14'353 CHF | 99.99% | 99.99% |
03.05.2024 | 12.21% | 0.16 CHF | 0.17 CHF | 320'000 | 100'000 | 283'898 | 87'564 | 43'516 CHF | 14'428 CHF | 95.01% | 95.01% |
02.05.2024 | 9.61% | 0.14 CHF | 0.15 CHF | 360'000 | 100'000 | 341'664 | 94'455 | 47'235 CHF | 14'100 CHF | 99.47% | 99.47% |