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 |
---|---|---|---|---|---|---|---|---|---|---|---|
27.05.2024 | 8.89% | 0.11 CHF | 0.12 CHF | 380'000 | 380'000 | 376'459 | 376'459 | 41'172 CHF | 44'972 CHF | 99.50% | 99.50% |
24.05.2024 | 9.30% | 0.11 CHF | 0.12 CHF | 420'000 | 420'000 | 419'564 | 420'000 | 43'213 CHF | 47'459 CHF | 100.00% | 100.00% |
23.05.2024 | 9.54% | 0.09 CHF | 0.10 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 39'971 CHF | 43'971 CHF | 99.99% | 99.99% |
22.05.2024 | 9.69% | 0.10 CHF | 0.11 CHF | 430'000 | 430'000 | 430'000 | 430'000 | 42'227 CHF | 46'527 CHF | 100.00% | 100.00% |
21.05.2024 | 11.42% | 0.08 CHF | 0.09 CHF | 430'000 | 430'000 | 429'580 | 429'580 | 35'563 CHF | 39'863 CHF | 99.82% | 99.82% |
17.05.2024 | 13.17% | 0.07 CHF | 0.08 CHF | 520'000 | 520'000 | 520'000 | 520'000 | 36'894 CHF | 42'094 CHF | 100.00% | 100.00% |
16.05.2024 | 21.89% | 0.05 CHF | 0.06 CHF | 600'000 | 600'000 | 599'134 | 599'134 | 24'826 CHF | 30'826 CHF | 99.64% | 99.64% |
15.05.2024 | 22.92% | 0.04 CHF | 0.05 CHF | 600'000 | 600'000 | 598'899 | 598'899 | 23'301 CHF | 29'301 CHF | 99.78% | 99.78% |
14.05.2024 | 23.82% | 0.04 CHF | 0.05 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 22'285 CHF | 28'285 CHF | 100.00% | 100.00% |
13.05.2024 | 28.03% | 0.03 CHF | 0.04 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 18'485 CHF | 24'485 CHF | 100.00% | 100.00% |