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 | 9.91% | 0.11 CHF | 0.12 CHF | 406'285 | 50'000 | 409'338 | 50'000 | 43'585 CHF | 5'884 CHF | 92.92% | 92.92% |
15.05.2024 | 8.36% | 0.13 CHF | 0.14 CHF | 380'398 | 50'000 | 360'391 | 49'728 | 46'875 CHF | 7'047 CHF | 89.57% | 89.57% |
14.05.2024 | 9.42% | 0.11 CHF | 0.12 CHF | 384'154 | 50'000 | 368'318 | 48'548 | 42'559 CHF | 6'142 CHF | 92.30% | 92.30% |
13.05.2024 | 15.89% | 0.11 CHF | 0.13 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'919 CHF | 3'422 CHF | 80.31% | 80.31% |
10.05.2024 | 17.63% | 0.09 CHF | 0.11 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 3'991 CHF | 4'759 CHF | 99.31% | 99.31% |
08.05.2024 | 24.41% | 0.07 CHF | 0.09 CHF | 25'000 | 25'000 | 34'046 | 25'540 | 2'782 CHF | 2'483 CHF | 92.53% | 92.53% |
07.05.2024 | 8.47% | 0.13 CHF | 0.14 CHF | 377'334 | 75'000 | 399'561 | 75'000 | 47'266 CHF | 9'680 CHF | 87.13% | 87.13% |
06.05.2024 | 8.39% | 0.11 CHF | 0.12 CHF | 446'789 | 50'000 | 415'327 | 50'000 | 47'872 CHF | 6'268 CHF | 93.80% | 93.80% |
03.05.2024 | 8.32% | 0.12 CHF | 0.13 CHF | 381'602 | 75'000 | 405'062 | 75'000 | 46'770 CHF | 9'446 CHF | 81.11% | 81.11% |
02.05.2024 | 13.16% | 0.08 CHF | 0.09 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 35'967 CHF | 6'145 CHF | 80.58% | 80.58% |