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 | 3.85% | 0.24 CHF | 0.25 CHF | 200'000 | 200'000 | 201'566 | 201'566 | 51'365 CHF | 53'380 CHF | 100.00% | 100.00% |
15.05.2024 | 3.69% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 199'754 | 199'754 | 53'116 CHF | 55'114 CHF | 100.00% | 100.00% |
14.05.2024 | 3.89% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 50'396 CHF | 52'396 CHF | 92.27% | 92.27% |
13.05.2024 | 3.82% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 51'390 CHF | 53'390 CHF | 100.00% | 100.00% |
10.05.2024 | 3.65% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 201'092 | 201'092 | 54'120 CHF | 56'131 CHF | 100.00% | 100.00% |
08.05.2024 | 4.87% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 257'565 | 257'565 | 51'604 CHF | 54'179 CHF | 100.00% | 100.00% |
07.05.2024 | 6.38% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 346'190 | 346'190 | 52'494 CHF | 55'956 CHF | 100.00% | 100.00% |
06.05.2024 | 8.05% | 0.12 CHF | 0.13 CHF | 400'000 | 400'000 | 430'866 | 430'866 | 51'389 CHF | 55'698 CHF | 100.00% | 100.00% |
03.05.2024 | 9.27% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 494'537 | 483'197 | 50'911 CHF | 54'661 CHF | 97.87% | 97.87% |
02.05.2024 | 9.77% | 0.10 CHF | 0.11 CHF | 575'000 | 300'000 | 521'722 | 440'370 | 50'787 CHF | 47'644 CHF | 100.00% | 100.00% |