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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 8.78% | 0.14 CHF | 0.16 CHF | 139'060 | 50'000 | 135'764 | 50'000 | 20'359 CHF | 8'190 CHF | 94.19% | 94.19% |
10.05.2024 | 7.96% | 0.15 CHF | 0.16 CHF | 140'044 | 50'000 | 141'075 | 50'000 | 19'968 CHF | 7'665 CHF | 99.27% | 99.27% |
08.05.2024 | 10.89% | 0.15 CHF | 0.16 CHF | 140'792 | 50'000 | 147'768 | 49'974 | 16'633 CHF | 6'275 CHF | 98.35% | 98.35% |
07.05.2024 | 14.83% | 0.08 CHF | 0.09 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 11'725 CHF | 4'530 CHF | 98.92% | 98.92% |
06.05.2024 | 17.24% | 0.07 CHF | 0.08 CHF | 150'000 | 50'000 | 149'304 | 49'861 | 10'023 CHF | 3'985 CHF | 95.70% | 95.70% |
03.05.2024 | 26.15% | 0.07 CHF | 0.09 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 1'778 CHF | 2'312 CHF | 97.13% | 97.13% |
02.05.2024 | 16.76% | 0.06 CHF | 0.07 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 9'593 CHF | 3'780 CHF | 98.06% | 98.06% |
30.04.2024 | 18.59% | 0.06 CHF | 0.07 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 9'835 CHF | 3'932 CHF | 98.23% | 98.23% |
29.04.2024 | 13.36% | 0.07 CHF | 0.08 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 11'322 CHF | 4'310 CHF | 100.00% | 100.00% |
26.04.2024 | 13.31% | 0.08 CHF | 0.09 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 12'707 CHF | 4'838 CHF | 99.26% | 99.26% |