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 | 10.28% | 0.16 CHF | 0.18 CHF | 214'424 | 50'000 | 220'093 | 50'000 | 34'982 CHF | 8'810 CHF | 93.22% | 93.22% |
15.05.2024 | 11.30% | 0.14 CHF | 0.16 CHF | 240'715 | 50'000 | 265'443 | 49'427 | 33'550 CHF | 7'019 CHF | 96.97% | 96.97% |
14.05.2024 | 14.32% | 0.10 CHF | 0.12 CHF | 299'137 | 50'000 | 325'310 | 50'000 | 30'283 CHF | 5'403 CHF | 96.93% | 96.93% |
13.05.2024 | 18.40% | 0.09 CHF | 0.10 CHF | 336'088 | 50'000 | 355'335 | 50'000 | 28'377 CHF | 4'805 CHF | 87.95% | 87.95% |
10.05.2024 | 20.48% | 0.08 CHF | 0.10 CHF | 352'506 | 50'000 | 383'944 | 50'000 | 28'545 CHF | 4'572 CHF | 99.90% | 99.90% |
08.05.2024 | 18.62% | 0.08 CHF | 0.09 CHF | 382'392 | 50'000 | 374'138 | 50'000 | 28'781 CHF | 4'634 CHF | 93.72% | 93.72% |
07.05.2024 | 18.89% | 0.08 CHF | 0.10 CHF | 359'589 | 50'000 | 379'447 | 50'000 | 29'367 CHF | 4'675 CHF | 93.51% | 93.51% |
06.05.2024 | 18.61% | 0.07 CHF | 0.09 CHF | 409'813 | 50'000 | 412'151 | 50'000 | 28'648 CHF | 4'196 CHF | 86.92% | 86.92% |
03.05.2024 | 19.31% | 0.07 CHF | 0.09 CHF | 392'454 | 50'000 | 417'861 | 50'000 | 29'096 CHF | 4'233 CHF | 94.50% | 94.50% |
02.05.2024 | 24.43% | 0.06 CHF | 0.08 CHF | 461'424 | 50'000 | 410'466 | 50'000 | 28'156 CHF | 4'392 CHF | 91.40% | 91.40% |