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 | 8.21% | 0.12 CHF | 0.13 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 52'786 CHF | 19'095 CHF | 99.17% | 99.17% |
15.05.2024 | 6.42% | 0.15 CHF | 0.16 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 68'097 CHF | 24'199 CHF | 94.74% | 94.74% |
14.05.2024 | 7.96% | 0.14 CHF | 0.15 CHF | 450'000 | 150'000 | 472'185 | 157'395 | 57'118 CHF | 20'613 CHF | 99.16% | 99.16% |
13.05.2024 | 7.95% | 0.12 CHF | 0.13 CHF | 450'000 | 150'000 | 466'728 | 155'576 | 56'782 CHF | 20'483 CHF | 98.53% | 98.53% |
10.05.2024 | 6.82% | 0.14 CHF | 0.15 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 63'905 CHF | 22'802 CHF | 99.16% | 99.16% |
08.05.2024 | 7.40% | 0.12 CHF | 0.13 CHF | 450'000 | 150'000 | 468'179 | 156'060 | 61'347 CHF | 22'010 CHF | 99.17% | 99.17% |
07.05.2024 | 8.45% | 0.14 CHF | 0.15 CHF | 450'000 | 150'000 | 561'021 | 187'007 | 63'501 CHF | 23'037 CHF | 97.93% | 97.93% |
06.05.2024 | 11.16% | 0.08 CHF | 0.09 CHF | 750'000 | 250'000 | 612'625 | 204'208 | 52'027 CHF | 19'385 CHF | 99.17% | 99.17% |
03.05.2024 | 11.38% | 0.08 CHF | 0.09 CHF | 600'000 | 200'000 | 628'863 | 209'621 | 52'204 CHF | 19'498 CHF | 99.15% | 99.15% |
02.05.2024 | 12.02% | 0.07 CHF | 0.08 CHF | 750'000 | 250'000 | 722'990 | 240'997 | 56'632 CHF | 21'287 CHF | 99.15% | 99.15% |