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 | 4.11% | 0.25 CHF | 0.26 CHF | 225'000 | 225'000 | 224'471 | 224'489 | 53'357 CHF | 55'606 CHF | 99.82% | 99.82% |
15.05.2024 | 7.23% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 392'368 | 392'366 | 52'298 CHF | 56'221 CHF | 100.00% | 100.00% |
14.05.2024 | 8.26% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 443'697 | 443'673 | 51'433 CHF | 55'867 CHF | 99.72% | 99.72% |
13.05.2024 | 5.79% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 313'048 | 313'047 | 52'517 CHF | 55'647 CHF | 100.00% | 100.00% |
10.05.2024 | 5.41% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 297'531 | 297'556 | 53'544 CHF | 56'525 CHF | 100.00% | 100.00% |
08.05.2024 | 7.70% | 0.13 CHF | 0.14 CHF | 375'000 | 375'000 | 417'097 | 417'096 | 52'083 CHF | 56'254 CHF | 100.00% | 100.00% |
07.05.2024 | 10.14% | 0.11 CHF | 0.12 CHF | 500'000 | 500'000 | 546'931 | 386'388 | 51'207 CHF | 40'792 CHF | 99.77% | 99.77% |
06.05.2024 | 12.11% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 651'612 | 336'567 | 50'524 CHF | 29'457 CHF | 99.76% | 99.76% |
03.05.2024 | 13.97% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 761'134 | 389'815 | 50'675 CHF | 29'879 CHF | 100.00% | 100.00% |
02.05.2024 | 14.13% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 758'491 | 391'760 | 49'875 CHF | 29'700 CHF | 100.00% | 100.00% |