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 | 8.39% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 449'522 | 449'525 | 51'338 CHF | 55'834 CHF | 99.77% | 99.77% |
15.05.2024 | 8.71% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 469'451 | 469'452 | 51'548 CHF | 56'243 CHF | 100.00% | 100.00% |
14.05.2024 | 10.31% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 554'356 | 380'812 | 51'033 CHF | 39'968 CHF | 100.00% | 100.00% |
13.05.2024 | 9.40% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 506'685 | 433'213 | 51'378 CHF | 48'977 CHF | 100.00% | 100.00% |
10.05.2024 | 9.35% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 489'467 | 489'458 | 49'891 CHF | 54'785 CHF | 100.00% | 100.00% |
08.05.2024 | 12.04% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 652'769 | 376'538 | 51'012 CHF | 34'361 CHF | 100.00% | 100.00% |
07.05.2024 | 13.63% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 743'660 | 383'160 | 50'825 CHF | 30'032 CHF | 99.76% | 99.76% |
06.05.2024 | 16.33% | 0.05 CHF | 0.06 CHF | 925'000 | 475'000 | 895'354 | 456'310 | 50'423 CHF | 30'272 CHF | 99.51% | 99.51% |
03.05.2024 | 17.71% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 969'570 | 467'733 | 49'982 CHF | 28'917 CHF | 99.71% | 99.71% |
02.05.2024 | 22.48% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 985'025 | 250'000 | 38'933 CHF | 12'383 CHF | 100.00% | 100.00% |