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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 8.42% | 0.12 CHF | 0.13 CHF | 186'299 | 50'000 | 187'079 | 50'000 | 21'331 CHF | 6'200 CHF | 100.00% | 100.00% |
13.05.2024 | 8.02% | 0.11 CHF | 0.12 CHF | 189'311 | 50'000 | 181'981 | 50'000 | 21'786 CHF | 6'486 CHF | 100.00% | 100.00% |
10.05.2024 | 8.12% | 0.12 CHF | 0.13 CHF | 193'603 | 50'000 | 192'434 | 50'000 | 22'755 CHF | 6'411 CHF | 100.00% | 100.00% |
08.05.2024 | 9.28% | 0.11 CHF | 0.12 CHF | 201'240 | 50'000 | 205'157 | 50'000 | 21'121 CHF | 5'647 CHF | 98.86% | 98.86% |
07.05.2024 | 10.95% | 0.10 CHF | 0.11 CHF | 221'277 | 50'000 | 242'279 | 50'000 | 21'015 CHF | 4'862 CHF | 97.06% | 97.06% |
06.05.2024 | 13.16% | 0.07 CHF | 0.08 CHF | 256'648 | 50'000 | 258'728 | 50'000 | 18'405 CHF | 4'056 CHF | 100.00% | 100.00% |
03.05.2024 | 14.54% | 0.07 CHF | 0.08 CHF | 263'858 | 75'000 | 286'310 | 75'000 | 18'282 CHF | 5'559 CHF | 97.93% | 97.93% |
02.05.2024 | 18.18% | 0.05 CHF | 0.06 CHF | 360'193 | 75'000 | 360'193 | 75'000 | 18'010 CHF | 4'500 CHF | 99.40% | 99.40% |
30.04.2024 | 15.50% | 0.05 CHF | 0.06 CHF | 334'711 | 75'000 | 316'051 | 75'000 | 18'828 CHF | 5'220 CHF | 100.00% | 100.00% |
29.04.2024 | 14.94% | 0.06 CHF | 0.07 CHF | 296'220 | 75'000 | 296'438 | 75'000 | 18'435 CHF | 5'413 CHF | 100.00% | 100.00% |