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 | 5.28% | 0.16 CHF | 0.17 CHF | 300'000 | 300'000 | 284'486 | 284'484 | 52'473 CHF | 55'318 CHF | 99.82% | 99.82% |
15.05.2024 | 5.20% | 0.20 CHF | 0.21 CHF | 275'000 | 275'000 | 280'393 | 280'393 | 52'533 CHF | 55'337 CHF | 100.00% | 100.00% |
14.05.2024 | 7.17% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 387'783 | 387'786 | 52'143 CHF | 56'022 CHF | 99.79% | 99.79% |
13.05.2024 | 6.42% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 346'708 | 346'710 | 52'284 CHF | 55'752 CHF | 100.00% | 100.00% |
10.05.2024 | 5.75% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 306'279 | 306'281 | 51'777 CHF | 54'840 CHF | 100.00% | 100.00% |
08.05.2024 | 6.93% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 375'350 | 375'353 | 52'283 CHF | 56'037 CHF | 100.00% | 100.00% |
07.05.2024 | 8.60% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 361'314 | 361'316 | 40'693 CHF | 44'306 CHF | 99.81% | 99.81% |
06.05.2024 | 9.69% | 0.10 CHF | 0.11 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 24'577 CHF | 27'077 CHF | 99.77% | 99.77% |
03.05.2024 | 11.44% | 0.10 CHF | 0.11 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 21'173 CHF | 23'673 CHF | 100.00% | 100.00% |
02.05.2024 | 14.30% | 0.07 CHF | 0.08 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 16'267 CHF | 18'767 CHF | 100.00% | 100.00% |