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 | 13.27% | 0.07 CHF | 0.08 CHF | 900'000 | 300'000 | 895'172 | 298'391 | 63'012 CHF | 23'988 CHF | 99.31% | 99.31% |
15.05.2024 | 9.78% | 0.09 CHF | 0.10 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 73'116 CHF | 26'872 CHF | 99.39% | 99.39% |
14.05.2024 | 9.59% | 0.12 CHF | 0.13 CHF | 750'000 | 250'000 | 743'661 | 247'887 | 74'423 CHF | 27'287 CHF | 99.05% | 99.05% |
13.05.2024 | 7.64% | 0.15 CHF | 0.16 CHF | 600'000 | 200'000 | 656'391 | 218'797 | 82'772 CHF | 29'779 CHF | 99.37% | 99.37% |
10.05.2024 | 9.26% | 0.12 CHF | 0.13 CHF | 450'000 | 150'000 | 570'710 | 190'237 | 58'684 CHF | 21'464 CHF | 99.61% | 99.61% |
08.05.2024 | 10.03% | 0.09 CHF | 0.10 CHF | 600'000 | 200'000 | 607'050 | 202'350 | 57'765 CHF | 21'278 CHF | 99.37% | 99.37% |
07.05.2024 | 17.45% | 0.06 CHF | 0.07 CHF | 900'000 | 300'000 | 970'853 | 371'545 | 50'918 CHF | 23'084 CHF | 99.38% | 99.38% |
06.05.2024 | 15.09% | 0.05 CHF | 0.06 CHF | 1'000'000 | 400'000 | 909'987 | 311'185 | 56'094 CHF | 22'210 CHF | 99.35% | 99.35% |
03.05.2024 | 12.36% | 0.07 CHF | 0.08 CHF | 900'000 | 300'000 | 773'487 | 257'829 | 58'864 CHF | 22'200 CHF | 99.23% | 99.23% |
02.05.2024 | 11.50% | 0.08 CHF | 0.09 CHF | 750'000 | 250'000 | 756'897 | 252'299 | 62'289 CHF | 23'286 CHF | 99.33% | 99.33% |