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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 10.30% | 0.13 CHF | 0.15 CHF | 195'181 | 75'000 | 248'798 | 73'968 | 24'300 CHF | 8'154 CHF | 92.86% | 92.86% |
13.05.2024 | 8.10% | 0.12 CHF | 0.13 CHF | 214'164 | 75'000 | 216'147 | 75'000 | 25'779 CHF | 9'712 CHF | 79.70% | 79.70% |
10.05.2024 | 7.48% | 0.12 CHF | 0.13 CHF | 223'737 | 75'000 | 215'347 | 75'000 | 27'770 CHF | 10'448 CHF | 67.03% | 67.03% |
08.05.2024 | 11.31% | 0.08 CHF | 0.09 CHF | 318'932 | 75'000 | 294'864 | 75'000 | 24'650 CHF | 7'038 CHF | 97.98% | 97.98% |
07.05.2024 | 11.24% | 0.09 CHF | 0.10 CHF | 291'404 | 75'000 | 305'266 | 75'000 | 25'676 CHF | 7'082 CHF | 92.89% | 92.89% |
06.05.2024 | 15.83% | 0.06 CHF | 0.07 CHF | 429'088 | 75'000 | 417'642 | 75'000 | 24'278 CHF | 5'136 CHF | 99.90% | 99.90% |
03.05.2024 | 24.99% | 0.04 CHF | 0.05 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 17'834 CHF | 3'425 CHF | 97.75% | 97.75% |
02.05.2024 | 28.90% | 0.02 CHF | 0.03 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 15'161 CHF | 3'029 CHF | 99.12% | 99.12% |
30.04.2024 | 20.51% | 0.04 CHF | 0.05 CHF | 500'000 | 75'000 | 497'507 | 75'000 | 21'996 CHF | 4'068 CHF | 84.90% | 84.90% |
29.04.2024 | 16.21% | 0.05 CHF | 0.06 CHF | 493'256 | 75'000 | 498'828 | 75'000 | 28'458 CHF | 5'028 CHF | 99.90% | 99.90% |