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 | 6.63% | 0.13 CHF | 0.14 CHF | 390'000 | 50'000 | 348'514 | 50'000 | 50'803 CHF | 7'799 CHF | 42.71% | 42.71% |
15.05.2024 | 16.44% | 0.13 CHF | 0.20 CHF | 10'000 | 10'000 | 185'697 | 36'597 | 34'276 CHF | 7'223 CHF | 98.05% | 98.05% |
14.05.2024 | 4.28% | 0.22 CHF | 0.23 CHF | 230'000 | 50'000 | 202'980 | 49'476 | 50'235 CHF | 12'772 CHF | 97.89% | 97.89% |
13.05.2024 | 4.07% | 0.27 CHF | 0.28 CHF | 190'000 | 50'000 | 187'180 | 49'251 | 50'157 CHF | 13'717 CHF | 100.00% | 100.00% |
10.05.2024 | 3.44% | 0.29 CHF | 0.30 CHF | 180'000 | 50'000 | 180'363 | 50'000 | 51'548 CHF | 14'792 CHF | 94.67% | 94.67% |
08.05.2024 | 3.05% | 0.32 CHF | 0.33 CHF | 160'000 | 50'000 | 160'770 | 50'000 | 51'997 CHF | 16'675 CHF | 100.00% | 100.00% |
07.05.2024 | 2.93% | 0.31 CHF | 0.32 CHF | 170'000 | 50'000 | 155'384 | 50'000 | 52'243 CHF | 17'363 CHF | 99.98% | 99.98% |
06.05.2024 | 4.68% | 0.35 CHF | 0.36 CHF | 150'000 | 50'000 | 140'611 | 46'075 | 47'119 CHF | 15'946 CHF | 100.00% | 100.00% |
03.05.2024 | 5.61% | 0.35 CHF | 0.36 CHF | 150'000 | 50'000 | 130'503 | 43'661 | 44'136 CHF | 15'288 CHF | 94.81% | 94.81% |
02.05.2024 | 3.82% | 0.35 CHF | 0.36 CHF | 150'000 | 50'000 | 133'844 | 47'347 | 47'871 CHF | 17'446 CHF | 99.16% | 99.16% |