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 | 10.74% | 0.08 CHF | 0.09 CHF | 270'348 | 50'000 | 263'482 | 50'000 | 23'544 CHF | 5'008 CHF | 94.63% | 94.63% |
15.05.2024 | 11.75% | 0.10 CHF | 0.11 CHF | 244'111 | 50'000 | 265'526 | 49'406 | 21'506 CHF | 4'502 CHF | 81.74% | 81.74% |
14.05.2024 | 10.68% | 0.10 CHF | 0.11 CHF | 256'039 | 50'000 | 266'432 | 50'000 | 23'800 CHF | 4'969 CHF | 96.18% | 96.18% |
13.05.2024 | 11.15% | 0.08 CHF | 0.09 CHF | 272'916 | 50'000 | 275'075 | 50'000 | 23'407 CHF | 4'769 CHF | 94.55% | 94.55% |
10.05.2024 | 11.95% | 0.07 CHF | 0.08 CHF | 296'240 | 50'000 | 277'348 | 50'000 | 21'855 CHF | 4'444 CHF | 97.11% | 97.11% |
08.05.2024 | 13.01% | 0.11 CHF | 0.12 CHF | 262'796 | 50'000 | 309'478 | 50'000 | 22'924 CHF | 4'290 CHF | 95.38% | 95.38% |
07.05.2024 | 14.94% | 0.07 CHF | 0.08 CHF | 338'609 | 50'000 | 341'693 | 50'000 | 21'270 CHF | 3'625 CHF | 92.40% | 92.40% |
06.05.2024 | 10.85% | 0.09 CHF | 0.10 CHF | 295'480 | 50'000 | 305'145 | 50'000 | 26'616 CHF | 4'871 CHF | 100.00% | 100.00% |
03.05.2024 | 14.87% | 0.06 CHF | 0.07 CHF | 330'080 | 50'000 | 349'802 | 50'000 | 21'984 CHF | 3'663 CHF | 81.45% | 81.45% |
02.05.2024 | 16.56% | 0.05 CHF | 0.06 CHF | 374'193 | 50'000 | 362'729 | 50'000 | 20'657 CHF | 3'396 CHF | 93.09% | 93.09% |