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 | 6.26% | 0.59 CHF | 0.61 CHF | 90'000 | 50'000 | 120'282 | 28'743 | 52'261 CHF | 13'627 CHF | 98.46% | 98.46% |
15.05.2024 | 9.97% | 0.35 CHF | 0.37 CHF | 150'000 | 50'000 | 189'286 | 28'825 | 50'800 CHF | 8'858 CHF | 99.37% | 99.37% |
14.05.2024 | 12.49% | 0.24 CHF | 0.26 CHF | 210'000 | 50'000 | 240'248 | 28'875 | 50'335 CHF | 6'905 CHF | 99.60% | 99.60% |
13.05.2024 | 10.68% | 0.26 CHF | 0.28 CHF | 200'000 | 50'000 | 203'862 | 28'876 | 50'298 CHF | 7'925 CHF | 99.60% | 99.60% |
10.05.2024 | 9.27% | 0.25 CHF | 0.27 CHF | 200'000 | 50'000 | 181'628 | 29'082 | 51'619 CHF | 9'062 CHF | 90.84% | 90.84% |
08.05.2024 | 8.42% | 0.30 CHF | 0.32 CHF | 170'000 | 50'000 | 163'570 | 28'875 | 51'871 CHF | 9'963 CHF | 99.60% | 99.60% |
07.05.2024 | 7.51% | 0.38 CHF | 0.40 CHF | 140'000 | 50'000 | 144'678 | 28'875 | 51'643 CHF | 11'123 CHF | 99.61% | 99.61% |
06.05.2024 | 7.93% | 0.37 CHF | 0.39 CHF | 140'000 | 50'000 | 153'564 | 28'925 | 51'904 CHF | 10'792 CHF | 98.37% | 98.37% |
03.05.2024 | 11.53% | 0.24 CHF | 0.26 CHF | 210'000 | 50'000 | 220'896 | 28'739 | 50'577 CHF | 7'483 CHF | 98.99% | 98.99% |
02.05.2024 | 14.91% | 0.21 CHF | 0.23 CHF | 240'000 | 50'000 | 184'445 | 25'912 | 41'029 CHF | 6'385 CHF | 99.03% | 99.03% |