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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.05.2024 | 17.39% | 0.06 CHF | 0.07 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 26'747 CHF | 4'770 CHF | 94.01% | 94.01% |
21.05.2024 | 10.79% | 0.05 CHF | 0.06 CHF | 500'000 | 75'000 | 466'316 | 75'000 | 44'912 CHF | 8'177 CHF | 94.01% | 94.01% |
17.05.2024 | 7.60% | 0.14 CHF | 0.15 CHF | 360'000 | 75'000 | 374'305 | 75'000 | 50'641 CHF | 10'994 CHF | 97.53% | 97.53% |
16.05.2024 | 6.64% | 0.14 CHF | 0.15 CHF | 360'000 | 75'000 | 339'663 | 75'000 | 50'925 CHF | 12'042 CHF | 98.70% | 98.70% |
15.05.2024 | 7.37% | 0.17 CHF | 0.18 CHF | 300'000 | 75'000 | 372'982 | 74'208 | 50'737 CHF | 11'062 CHF | 94.94% | 94.94% |
14.05.2024 | 21.27% | 0.07 CHF | 0.09 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 3'263 CHF | 4'026 CHF | 95.56% | 95.56% |
13.05.2024 | 7.33% | 0.14 CHF | 0.15 CHF | 360'000 | 75'000 | 362'479 | 75'000 | 50'473 CHF | 11'248 CHF | 95.93% | 95.93% |
10.05.2024 | 5.60% | 0.16 CHF | 0.18 CHF | 320'000 | 75'000 | 279'934 | 75'000 | 50'734 CHF | 14'391 CHF | 80.80% | 80.80% |
08.05.2024 | 5.99% | 0.16 CHF | 0.17 CHF | 320'000 | 75'000 | 301'002 | 75'000 | 50'960 CHF | 13'540 CHF | 58.65% | 58.65% |
07.05.2024 | 7.43% | 0.16 CHF | 0.17 CHF | 320'000 | 75'000 | 319'406 | 71'635 | 46'710 CHF | 11'268 CHF | 98.22% | 98.22% |