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 | 9.33% | 0.27 CHF | 0.28 CHF | 190'000 | 100'000 | 105'944 | 66'213 | 22'976 CHF | 15'157 CHF | 95.54% | 95.54% |
15.05.2024 | 12.08% | 0.12 CHF | 0.14 CHF | 50'000 | 50'000 | 351'846 | 90'710 | 42'986 CHF | 12'408 CHF | 89.61% | 89.61% |
14.05.2024 | 12.25% | 0.12 CHF | 0.13 CHF | 420'000 | 100'000 | 481'000 | 100'000 | 49'698 CHF | 11'711 CHF | 95.09% | 95.09% |
13.05.2024 | 9.44% | 0.14 CHF | 0.15 CHF | 360'000 | 100'000 | 349'995 | 100'000 | 50'838 CHF | 16'103 CHF | 95.20% | 95.20% |
10.05.2024 | 8.30% | 0.16 CHF | 0.18 CHF | 320'000 | 100'000 | 315'083 | 100'000 | 51'097 CHF | 17'652 CHF | 98.55% | 98.55% |
08.05.2024 | 8.90% | 0.16 CHF | 0.17 CHF | 320'000 | 100'000 | 349'681 | 100'000 | 50'811 CHF | 15'972 CHF | 98.78% | 98.78% |
07.05.2024 | 11.43% | 0.13 CHF | 0.14 CHF | 390'000 | 100'000 | 433'422 | 100'000 | 50'436 CHF | 13'098 CHF | 95.92% | 95.92% |
06.05.2024 | 13.11% | 0.09 CHF | 0.11 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 43'622 CHF | 9'945 CHF | 96.34% | 96.34% |
03.05.2024 | 17.30% | 0.06 CHF | 0.08 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 36'411 CHF | 8'635 CHF | 97.81% | 97.81% |
02.05.2024 | 15.30% | 0.07 CHF | 0.09 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 40'474 CHF | 9'436 CHF | 99.41% | 99.41% |