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 | 4.59% | 0.22 CHF | 0.23 CHF | 230'000 | 50'000 | 236'779 | 50'000 | 50'456 CHF | 11'162 CHF | 96.11% | 96.11% |
15.05.2024 | 5.35% | 0.18 CHF | 0.19 CHF | 280'000 | 50'000 | 275'898 | 49'535 | 50'778 CHF | 9'622 CHF | 85.12% | 85.12% |
14.05.2024 | 5.99% | 0.18 CHF | 0.19 CHF | 280'000 | 50'000 | 298'597 | 49'314 | 49'668 CHF | 8'728 CHF | 91.04% | 91.04% |
13.05.2024 | 6.07% | 0.17 CHF | 0.18 CHF | 300'000 | 50'000 | 320'038 | 50'000 | 51'147 CHF | 8'499 CHF | 97.50% | 97.50% |
10.05.2024 | 6.33% | 0.16 CHF | 0.17 CHF | 320'000 | 50'000 | 333'907 | 50'000 | 51'061 CHF | 8'152 CHF | 100.00% | 100.00% |
08.05.2024 | 7.12% | 0.14 CHF | 0.15 CHF | 360'000 | 50'000 | 373'320 | 50'000 | 50'581 CHF | 7'297 CHF | 99.92% | 99.92% |
07.05.2024 | 7.91% | 0.12 CHF | 0.13 CHF | 420'000 | 50'000 | 415'673 | 50'000 | 50'443 CHF | 6'572 CHF | 96.44% | 96.44% |
06.05.2024 | 8.32% | 0.11 CHF | 0.12 CHF | 460'000 | 50'000 | 434'740 | 49'874 | 50'277 CHF | 6'293 CHF | 98.83% | 98.83% |
03.05.2024 | 17.41% | 0.11 CHF | 0.13 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'498 CHF | 2'970 CHF | 98.63% | 98.63% |
02.05.2024 | 19.19% | 0.08 CHF | 0.10 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'286 CHF | 2'769 CHF | 99.13% | 99.13% |