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 | 8.08% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 434'782 | 434'786 | 51'621 CHF | 55'970 CHF | 99.75% | 99.75% |
15.05.2024 | 9.10% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 487'503 | 485'891 | 51'159 CHF | 55'857 CHF | 100.00% | 100.00% |
14.05.2024 | 10.95% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 593'184 | 301'812 | 51'215 CHF | 29'086 CHF | 100.00% | 100.00% |
13.05.2024 | 10.32% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 559'937 | 340'883 | 51'449 CHF | 35'066 CHF | 100.00% | 100.00% |
10.05.2024 | 9.70% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 514'249 | 450'204 | 50'444 CHF | 49'115 CHF | 100.00% | 100.00% |
08.05.2024 | 10.81% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 587'111 | 300'000 | 51'392 CHF | 29'274 CHF | 100.00% | 100.00% |
07.05.2024 | 10.48% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 568'236 | 329'578 | 51'384 CHF | 33'399 CHF | 99.74% | 99.74% |
06.05.2024 | 11.97% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 634'296 | 330'397 | 49'852 CHF | 29'269 CHF | 99.52% | 99.52% |
03.05.2024 | 12.53% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 677'454 | 349'616 | 50'686 CHF | 29'644 CHF | 99.70% | 99.70% |
02.05.2024 | 15.21% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 831'847 | 425'352 | 50'472 CHF | 30'072 CHF | 100.00% | 100.00% |