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 | 6.47% | 0.14 CHF | 0.15 CHF | 350'000 | 350'000 | 350'572 | 350'575 | 52'446 CHF | 55'953 CHF | 99.77% | 99.77% |
15.05.2024 | 7.29% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 393'563 | 393'553 | 52'063 CHF | 55'997 CHF | 100.00% | 100.00% |
14.05.2024 | 7.04% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 380'193 | 380'193 | 52'141 CHF | 55'943 CHF | 99.23% | 99.23% |
13.05.2024 | 9.22% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 489'239 | 489'239 | 50'650 CHF | 55'543 CHF | 100.00% | 100.00% |
10.05.2024 | 9.06% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 485'283 | 482'761 | 51'176 CHF | 55'774 CHF | 100.00% | 100.00% |
08.05.2024 | 11.61% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 627'219 | 323'521 | 50'896 CHF | 29'482 CHF | 100.00% | 100.00% |
07.05.2024 | 13.29% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 721'576 | 372'799 | 50'682 CHF | 29'910 CHF | 99.75% | 99.75% |
06.05.2024 | 12.19% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 651'349 | 338'790 | 50'174 CHF | 29'484 CHF | 99.52% | 99.52% |
03.05.2024 | 12.88% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 700'606 | 360'571 | 50'835 CHF | 29'758 CHF | 99.70% | 99.70% |
02.05.2024 | 16.10% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 881'491 | 443'880 | 50'365 CHF | 29'800 CHF | 100.00% | 100.00% |