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 | 6.40% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 346'854 | 346'861 | 52'490 CHF | 55'960 CHF | 99.76% | 99.76% |
15.05.2024 | 7.77% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 417'013 | 417'016 | 51'624 CHF | 55'795 CHF | 100.00% | 100.00% |
14.05.2024 | 10.68% | 0.11 CHF | 0.12 CHF | 500'000 | 500'000 | 572'706 | 379'904 | 50'778 CHF | 38'693 CHF | 100.00% | 100.00% |
13.05.2024 | 9.75% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 520'802 | 426'516 | 50'817 CHF | 46'550 CHF | 100.00% | 100.00% |
10.05.2024 | 8.23% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 442'262 | 442'246 | 51'524 CHF | 55'945 CHF | 100.00% | 100.00% |
08.05.2024 | 11.23% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 607'212 | 310'100 | 51'073 CHF | 29'182 CHF | 100.00% | 100.00% |
07.05.2024 | 11.48% | 0.08 CHF | 0.09 CHF | 600'000 | 300'000 | 617'240 | 317'009 | 50'739 CHF | 29'225 CHF | 99.75% | 99.75% |
06.05.2024 | 12.50% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 671'499 | 349'118 | 50'335 CHF | 29'664 CHF | 99.52% | 99.52% |
03.05.2024 | 13.51% | 0.06 CHF | 0.07 CHF | 775'000 | 400'000 | 728'886 | 374'914 | 50'335 CHF | 29'654 CHF | 99.71% | 99.71% |
02.05.2024 | 19.54% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 984'961 | 302'590 | 45'611 CHF | 17'391 CHF | 100.00% | 100.00% |