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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 2.50% | 0.45 CHF | 0.46 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 99'149 CHF | 101'649 CHF | 94.34% | 94.34% |
14.05.2024 | 3.00% | 0.36 CHF | 0.37 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 82'116 CHF | 84'616 CHF | 98.98% | 98.98% |
13.05.2024 | 2.99% | 0.33 CHF | 0.34 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 82'409 CHF | 84'909 CHF | 95.21% | 95.21% |
10.05.2024 | 3.31% | 0.31 CHF | 0.32 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 74'465 CHF | 76'965 CHF | 97.11% | 97.11% |
08.05.2024 | 4.88% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 253'234 | 250'000 | 50'674 CHF | 52'559 CHF | 99.32% | 99.32% |
07.05.2024 | 6.66% | 0.17 CHF | 0.18 CHF | 300'000 | 250'000 | 349'652 | 250'000 | 50'796 CHF | 39'033 CHF | 84.48% | 84.48% |
06.05.2024 | 9.61% | 0.09 CHF | 0.10 CHF | 500'000 | 250'000 | 485'159 | 250'000 | 48'262 CHF | 27'449 CHF | 92.67% | 92.67% |
03.05.2024 | 11.59% | 0.08 CHF | 0.09 CHF | 500'000 | 250'000 | 500'000 | 250'000 | 40'775 CHF | 22'888 CHF | 93.41% | 93.41% |
02.05.2024 | 11.89% | 0.07 CHF | 0.08 CHF | 500'000 | 250'000 | 500'000 | 250'000 | 39'868 CHF | 22'434 CHF | 93.09% | 93.09% |
30.04.2024 | 9.45% | 0.09 CHF | 0.10 CHF | 500'000 | 250'000 | 488'513 | 250'000 | 49'345 CHF | 27'805 CHF | 96.28% | 96.28% |