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 | 12.17% | 0.09 CHF | 0.10 CHF | 253'105 | 50'000 | 245'517 | 50'000 | 22'226 CHF | 5'118 CHF | 99.30% | 99.30% |
15.05.2024 | 12.87% | 0.08 CHF | 0.09 CHF | 254'740 | 50'000 | 286'940 | 49'845 | 21'115 CHF | 4'194 CHF | 97.51% | 97.51% |
14.05.2024 | 16.70% | 0.07 CHF | 0.08 CHF | 297'071 | 50'000 | 302'540 | 49'361 | 19'438 CHF | 3'746 CHF | 99.99% | 99.99% |
13.05.2024 | 18.34% | 0.06 CHF | 0.07 CHF | 353'145 | 50'000 | 352'774 | 50'000 | 18'520 CHF | 3'156 CHF | 100.00% | 100.00% |
10.05.2024 | 15.51% | 0.06 CHF | 0.07 CHF | 314'151 | 50'000 | 332'738 | 50'000 | 19'966 CHF | 3'505 CHF | 100.00% | 100.00% |
08.05.2024 | 15.79% | 0.06 CHF | 0.07 CHF | 317'232 | 50'000 | 308'688 | 50'000 | 19'629 CHF | 3'741 CHF | 100.00% | 100.00% |
07.05.2024 | 14.08% | 0.06 CHF | 0.07 CHF | 352'042 | 50'000 | 299'607 | 50'000 | 22'908 CHF | 4'508 CHF | 77.36% | 77.36% |
06.05.2024 | 13.29% | 0.07 CHF | 0.08 CHF | 315'206 | 50'000 | 299'428 | 50'000 | 22'244 CHF | 4'251 CHF | 100.00% | 100.00% |
03.05.2024 | 12.94% | 0.07 CHF | 0.08 CHF | 284'837 | 50'000 | 259'162 | 50'000 | 21'597 CHF | 4'750 CHF | 98.64% | 98.64% |
02.05.2024 | 12.61% | 0.09 CHF | 0.10 CHF | 264'026 | 50'000 | 259'996 | 50'000 | 22'955 CHF | 5'008 CHF | 99.13% | 99.13% |