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 | 7.68% | 0.13 CHF | 0.14 CHF | 327'851 | 50'000 | 333'490 | 50'000 | 41'773 CHF | 6'768 CHF | 81.26% | 81.26% |
15.05.2024 | 7.81% | 0.13 CHF | 0.14 CHF | 330'648 | 50'000 | 334'239 | 49'611 | 41'164 CHF | 6'606 CHF | 95.72% | 95.72% |
14.05.2024 | 8.80% | 0.11 CHF | 0.12 CHF | 354'764 | 50'000 | 369'546 | 50'000 | 40'187 CHF | 5'940 CHF | 98.41% | 98.41% |
13.05.2024 | 8.70% | 0.11 CHF | 0.12 CHF | 377'282 | 50'000 | 377'503 | 50'000 | 41'485 CHF | 5'995 CHF | 99.58% | 99.58% |
10.05.2024 | 9.41% | 0.10 CHF | 0.11 CHF | 384'143 | 50'000 | 382'425 | 50'000 | 38'766 CHF | 5'568 CHF | 81.66% | 81.66% |
08.05.2024 | 9.51% | 0.11 CHF | 0.12 CHF | 387'854 | 50'000 | 402'578 | 50'000 | 40'428 CHF | 5'527 CHF | 99.34% | 99.34% |
07.05.2024 | 12.30% | 0.09 CHF | 0.10 CHF | 441'419 | 50'000 | 479'053 | 50'000 | 36'665 CHF | 4'337 CHF | 94.26% | 94.26% |
06.05.2024 | 11.86% | 0.08 CHF | 0.09 CHF | 498'578 | 50'000 | 499'733 | 50'000 | 39'675 CHF | 4'470 CHF | 100.00% | 100.00% |
03.05.2024 | 12.83% | 0.08 CHF | 0.09 CHF | 499'673 | 50'000 | 499'355 | 50'000 | 36'557 CHF | 4'161 CHF | 98.23% | 98.23% |
02.05.2024 | 13.36% | 0.07 CHF | 0.08 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 35'054 CHF | 4'005 CHF | 90.22% | 90.22% |