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 | 4.02% | 0.24 CHF | 0.25 CHF | 210'000 | 75'000 | 206'071 | 75'000 | 50'268 CHF | 19'057 CHF | 94.54% | 94.54% |
15.05.2024 | 4.64% | 0.25 CHF | 0.26 CHF | 200'000 | 75'000 | 237'228 | 74'404 | 50'426 CHF | 16'676 CHF | 84.93% | 84.93% |
14.05.2024 | 6.59% | 0.18 CHF | 0.19 CHF | 288'606 | 75'000 | 325'978 | 75'000 | 47'945 CHF | 11'800 CHF | 81.85% | 81.85% |
13.05.2024 | 5.81% | 0.15 CHF | 0.16 CHF | 318'929 | 75'000 | 299'927 | 75'000 | 50'126 CHF | 13'327 CHF | 61.82% | 61.82% |
10.05.2024 | 5.45% | 0.17 CHF | 0.18 CHF | 300'000 | 75'000 | 285'402 | 75'000 | 50'911 CHF | 14'164 CHF | 69.85% | 69.85% |
08.05.2024 | 5.72% | 0.17 CHF | 0.18 CHF | 300'000 | 75'000 | 299'152 | 75'000 | 50'828 CHF | 13'583 CHF | 82.54% | 82.54% |
07.05.2024 | 10.98% | 0.15 CHF | 0.16 CHF | 352'722 | 100'000 | 79'412 | 54'918 | 11'394 CHF | 8'740 CHF | 83.44% | 83.44% |
06.05.2024 | 15.83% | 0.06 CHF | 0.07 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 29'496 CHF | 6'899 CHF | 94.79% | 94.79% |
03.05.2024 | 28.49% | 0.04 CHF | 0.05 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 15'977 CHF | 4'195 CHF | 97.99% | 97.99% |
02.05.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 10'000 CHF | 3'000 CHF | 99.13% | 99.13% |