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 | 5.98% | 0.17 CHF | 0.18 CHF | 300'000 | 50'000 | 315'314 | 50'000 | 51'136 CHF | 8'617 CHF | 96.11% | 96.11% |
15.05.2024 | 6.88% | 0.14 CHF | 0.15 CHF | 360'000 | 50'000 | 351'070 | 49'535 | 49'766 CHF | 7'523 CHF | 85.12% | 85.12% |
14.05.2024 | 7.45% | 0.14 CHF | 0.15 CHF | 360'000 | 50'000 | 372'326 | 49'346 | 49'399 CHF | 7'064 CHF | 90.92% | 90.92% |
13.05.2024 | 7.48% | 0.13 CHF | 0.14 CHF | 390'000 | 50'000 | 393'434 | 50'000 | 50'645 CHF | 6'943 CHF | 97.50% | 97.50% |
10.05.2024 | 7.86% | 0.12 CHF | 0.13 CHF | 420'000 | 50'000 | 413'032 | 50'000 | 50'470 CHF | 6'616 CHF | 100.00% | 100.00% |
08.05.2024 | 8.64% | 0.11 CHF | 0.12 CHF | 460'000 | 50'000 | 455'486 | 50'000 | 50'452 CHF | 6'056 CHF | 99.92% | 99.92% |
07.05.2024 | 9.59% | 0.10 CHF | 0.11 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 49'672 CHF | 5'467 CHF | 96.75% | 96.75% |
06.05.2024 | 9.59% | 0.09 CHF | 0.10 CHF | 500'000 | 50'000 | 486'078 | 49'874 | 48'706 CHF | 5'508 CHF | 98.83% | 98.83% |
03.05.2024 | 21.30% | 0.08 CHF | 0.10 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 1'918 CHF | 2'374 CHF | 98.64% | 98.64% |
02.05.2024 | 23.79% | 0.07 CHF | 0.08 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 1'764 CHF | 2'240 CHF | 99.13% | 99.13% |