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 | 5.89% | 0.16 CHF | 0.17 CHF | 320'000 | 75'000 | 310'191 | 75'000 | 51'102 CHF | 13'118 CHF | 94.54% | 94.54% |
15.05.2024 | 6.50% | 0.17 CHF | 0.18 CHF | 300'000 | 75'000 | 338'110 | 74'483 | 50'877 CHF | 11'988 CHF | 97.82% | 97.82% |
14.05.2024 | 7.91% | 0.13 CHF | 0.14 CHF | 390'000 | 75'000 | 415'913 | 75'000 | 50'495 CHF | 9'875 CHF | 99.11% | 99.11% |
13.05.2024 | 7.40% | 0.12 CHF | 0.13 CHF | 420'000 | 75'000 | 388'842 | 75'000 | 50'621 CHF | 10'529 CHF | 99.37% | 99.37% |
10.05.2024 | 7.18% | 0.13 CHF | 0.14 CHF | 390'000 | 75'000 | 376'498 | 75'000 | 50'559 CHF | 10'839 CHF | 95.56% | 95.56% |
08.05.2024 | 7.40% | 0.13 CHF | 0.14 CHF | 390'000 | 75'000 | 388'668 | 75'000 | 50'558 CHF | 10'549 CHF | 99.40% | 99.40% |
07.05.2024 | 13.75% | 0.11 CHF | 0.12 CHF | 460'000 | 100'000 | 139'213 | 61'315 | 15'737 CHF | 7'819 CHF | 98.41% | 98.41% |
06.05.2024 | 15.62% | 0.06 CHF | 0.07 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 29'776 CHF | 6'955 CHF | 94.78% | 94.78% |
03.05.2024 | 22.35% | 0.05 CHF | 0.06 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 20'490 CHF | 5'098 CHF | 98.01% | 98.01% |
02.05.2024 | 28.56% | 0.03 CHF | 0.04 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 15'005 CHF | 4'001 CHF | 99.13% | 99.13% |