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 | 4.09% | 0.24 CHF | 0.25 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 59'911 CHF | 62'411 CHF | 98.59% | 98.59% |
15.05.2024 | 4.92% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 258'216 | 250'000 | 51'216 CHF | 52'155 CHF | 94.34% | 94.34% |
14.05.2024 | 5.53% | 0.18 CHF | 0.19 CHF | 280'000 | 250'000 | 288'085 | 250'000 | 50'645 CHF | 46'492 CHF | 98.98% | 98.98% |
13.05.2024 | 5.56% | 0.18 CHF | 0.19 CHF | 280'000 | 250'000 | 290'330 | 250'000 | 50'710 CHF | 46'209 CHF | 95.49% | 95.49% |
10.05.2024 | 6.10% | 0.17 CHF | 0.18 CHF | 300'000 | 250'000 | 321'419 | 250'000 | 51'125 CHF | 42'323 CHF | 97.14% | 97.14% |
08.05.2024 | 7.89% | 0.13 CHF | 0.14 CHF | 390'000 | 250'000 | 414'554 | 250'000 | 50'469 CHF | 32'974 CHF | 99.32% | 99.32% |
07.05.2024 | 9.37% | 0.11 CHF | 0.12 CHF | 460'000 | 250'000 | 489'396 | 250'000 | 49'855 CHF | 28'011 CHF | 84.47% | 84.47% |
06.05.2024 | 11.22% | 0.08 CHF | 0.09 CHF | 500'000 | 250'000 | 500'000 | 250'000 | 42'184 CHF | 23'592 CHF | 92.67% | 92.67% |
03.05.2024 | 11.90% | 0.08 CHF | 0.09 CHF | 500'000 | 250'000 | 500'000 | 250'000 | 39'568 CHF | 22'284 CHF | 92.31% | 92.31% |
02.05.2024 | 12.38% | 0.07 CHF | 0.08 CHF | 500'000 | 250'000 | 500'000 | 250'000 | 38'038 CHF | 21'519 CHF | 93.09% | 93.09% |