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 | 4.49% | 0.21 CHF | 0.22 CHF | 240'000 | 100'000 | 232'146 | 61'174 | 50'551 CHF | 13'976 CHF | 96.67% | 96.67% |
15.05.2024 | 5.29% | 0.21 CHF | 0.22 CHF | 240'000 | 100'000 | 274'276 | 60'886 | 50'479 CHF | 12'045 CHF | 99.31% | 99.31% |
14.05.2024 | 5.61% | 0.18 CHF | 0.19 CHF | 280'000 | 100'000 | 293'516 | 61'283 | 50'812 CHF | 11'263 CHF | 95.81% | 95.81% |
13.05.2024 | 6.53% | 0.16 CHF | 0.17 CHF | 320'000 | 100'000 | 343'095 | 60'852 | 50'849 CHF | 9'718 CHF | 99.59% | 99.59% |
10.05.2024 | 6.67% | 0.12 CHF | 0.13 CHF | 420'000 | 100'000 | 351'462 | 60'661 | 50'910 CHF | 9'254 CHF | 98.57% | 98.57% |
08.05.2024 | 7.76% | 0.12 CHF | 0.13 CHF | 420'000 | 100'000 | 407'737 | 60'854 | 50'523 CHF | 8'105 CHF | 99.60% | 99.60% |
07.05.2024 | 7.10% | 0.13 CHF | 0.14 CHF | 390'000 | 100'000 | 372'344 | 61'425 | 50'550 CHF | 8'979 CHF | 94.61% | 94.61% |
06.05.2024 | 36.70% | 0.10 CHF | 0.15 CHF | 10'000 | 10'000 | 32'753 | 6'964 | 3'579 CHF | 1'044 CHF | 95.37% | 95.37% |
03.05.2024 | 31.77% | 0.13 CHF | 0.18 CHF | 10'000 | 10'000 | 5'480 | 5'480 | 736 CHF | 1'010 CHF | 85.76% | 85.76% |
02.05.2024 | 14.89% | 0.06 CHF | 0.07 CHF | 500'000 | 100'000 | 500'000 | 57'758 | 31'206 CHF | 4'211 CHF | 99.50% | 99.50% |