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 | 9.44% | 0.18 CHF | 0.19 CHF | 650'000 | 650'000 | 296'855 | 296'855 | 35'247 CHF | 38'238 CHF | 99.14% | 99.14% |
15.05.2024 | 11.94% | 0.09 CHF | 0.10 CHF | 780'000 | 780'000 | 348'820 | 348'820 | 28'554 CHF | 32'064 CHF | 100.00% | 100.00% |
14.05.2024 | 8.25% | 0.07 CHF | 0.08 CHF | 570'000 | 570'000 | 211'478 | 211'478 | 23'512 CHF | 25'636 CHF | 94.52% | 98.03% |
13.05.2024 | 6.58% | 0.17 CHF | 0.18 CHF | 710'000 | 710'000 | 322'064 | 322'064 | 50'213 CHF | 53'448 CHF | 99.49% | 99.49% |
10.05.2024 | 8.64% | 0.11 CHF | 0.12 CHF | 760'000 | 760'000 | 337'382 | 337'382 | 38'270 CHF | 41'660 CHF | 100.00% | 100.00% |
08.05.2024 | 11.07% | 0.09 CHF | 0.10 CHF | 760'000 | 760'000 | 358'638 | 358'638 | 32'055 CHF | 35'660 CHF | 99.14% | 99.14% |
07.05.2024 | 9.25% | 0.10 CHF | 0.11 CHF | 660'000 | 660'000 | 295'593 | 295'593 | 30'846 CHF | 33'817 CHF | 99.99% | 99.99% |
06.05.2024 | 7.51% | 0.13 CHF | 0.14 CHF | 670'000 | 670'000 | 297'973 | 297'973 | 38'893 CHF | 41'886 CHF | 100.00% | 100.00% |
03.05.2024 | 7.83% | 0.12 CHF | 0.13 CHF | 710'000 | 710'000 | 316'962 | 316'962 | 39'426 CHF | 42'610 CHF | 99.70% | 99.70% |
02.05.2024 | 11.11% | 0.10 CHF | 0.11 CHF | 800'000 | 800'000 | 382'761 | 382'761 | 34'142 CHF | 37'987 CHF | 99.99% | 99.99% |