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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 11.27% | 0.07 CHF | 0.08 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 37'882 CHF | 14'127 CHF | 99.15% | 99.15% |
22.05.2024 | 18.67% | 0.05 CHF | 0.06 CHF | 450'000 | 150'000 | 599'183 | 199'728 | 29'233 CHF | 11'742 CHF | 99.17% | 99.17% |
21.05.2024 | 21.75% | 0.05 CHF | 0.06 CHF | 600'000 | 200'000 | 653'618 | 217'873 | 27'284 CHF | 11'273 CHF | 97.49% | 97.49% |
17.05.2024 | 23.01% | 0.03 CHF | 0.04 CHF | 750'000 | 250'000 | 709'053 | 236'351 | 27'601 CHF | 11'564 CHF | 99.17% | 99.17% |
16.05.2024 | 16.98% | 0.05 CHF | 0.06 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 32'572 CHF | 12'857 CHF | 99.17% | 99.17% |
15.05.2024 | 11.29% | 0.07 CHF | 0.08 CHF | 450'000 | 150'000 | 450'421 | 150'140 | 38'285 CHF | 14'263 CHF | 94.33% | 94.33% |
14.05.2024 | 13.28% | 0.08 CHF | 0.09 CHF | 450'000 | 150'000 | 483'731 | 161'244 | 34'021 CHF | 12'953 CHF | 99.16% | 99.16% |
13.05.2024 | 12.05% | 0.07 CHF | 0.08 CHF | 450'000 | 150'000 | 492'995 | 164'332 | 38'467 CHF | 14'466 CHF | 98.53% | 98.53% |
10.05.2024 | 16.09% | 0.06 CHF | 0.07 CHF | 600'000 | 200'000 | 607'670 | 202'557 | 34'954 CHF | 13'677 CHF | 99.01% | 99.01% |
08.05.2024 | 21.47% | 0.03 CHF | 0.04 CHF | 750'000 | 250'000 | 712'766 | 237'589 | 32'457 CHF | 13'195 CHF | 98.84% | 98.84% |