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 | 8.06% | 0.15 CHF | 0.16 CHF | 300'615 | 75'000 | 275'329 | 75'000 | 46'583 CHF | 13'768 CHF | 94.32% | 94.32% |
15.05.2024 | 7.67% | 0.20 CHF | 0.21 CHF | 267'636 | 75'000 | 300'078 | 75'000 | 47'924 CHF | 12'964 CHF | 42.47% | 42.47% |
14.05.2024 | 10.50% | 0.14 CHF | 0.15 CHF | 331'678 | 75'000 | 362'300 | 75'000 | 43'958 CHF | 10'126 CHF | 97.44% | 97.44% |
13.05.2024 | 10.49% | 0.14 CHF | 0.15 CHF | 335'735 | 75'000 | 338'226 | 75'000 | 45'969 CHF | 11'325 CHF | 100.00% | 100.00% |
10.05.2024 | 9.02% | 0.15 CHF | 0.16 CHF | 317'468 | 75'000 | 322'644 | 75'000 | 47'217 CHF | 12'014 CHF | 100.00% | 100.00% |
08.05.2024 | 10.32% | 0.12 CHF | 0.13 CHF | 368'420 | 75'000 | 366'407 | 75'000 | 44'908 CHF | 10'210 CHF | 100.00% | 100.00% |
07.05.2024 | 12.35% | 0.11 CHF | 0.12 CHF | 401'577 | 75'000 | 433'150 | 75'000 | 42'044 CHF | 8'252 CHF | 97.06% | 97.06% |
06.05.2024 | 12.20% | 0.09 CHF | 0.10 CHF | 467'213 | 75'000 | 478'099 | 75'000 | 43'175 CHF | 7'658 CHF | 93.71% | 93.71% |
03.05.2024 | 16.01% | 0.09 CHF | 0.10 CHF | 477'061 | 75'000 | 489'344 | 75'000 | 36'533 CHF | 6'590 CHF | 97.88% | 97.88% |
02.05.2024 | 20.05% | 0.06 CHF | 0.07 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 30'140 CHF | 5'535 CHF | 98.31% | 98.31% |