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 | 7.81% | 0.13 CHF | 0.14 CHF | 363'585 | 50'000 | 369'594 | 50'000 | 45'555 CHF | 6'664 CHF | 93.70% | 93.70% |
15.05.2024 | 8.02% | 0.12 CHF | 0.13 CHF | 394'178 | 50'000 | 386'458 | 49'752 | 46'235 CHF | 6'450 CHF | 98.73% | 98.73% |
14.05.2024 | 9.08% | 0.11 CHF | 0.12 CHF | 411'850 | 50'000 | 409'981 | 49'352 | 43'711 CHF | 5'761 CHF | 98.58% | 98.58% |
13.05.2024 | 8.70% | 0.11 CHF | 0.12 CHF | 423'213 | 50'000 | 405'187 | 50'000 | 44'549 CHF | 5'997 CHF | 100.00% | 100.00% |
10.05.2024 | 8.63% | 0.11 CHF | 0.12 CHF | 395'258 | 50'000 | 402'763 | 50'000 | 44'689 CHF | 6'048 CHF | 88.37% | 88.37% |
08.05.2024 | 9.52% | 0.10 CHF | 0.11 CHF | 436'718 | 50'000 | 436'718 | 50'000 | 43'672 CHF | 5'500 CHF | 99.64% | 99.64% |
07.05.2024 | 9.32% | 0.10 CHF | 0.11 CHF | 423'641 | 50'000 | 443'863 | 50'000 | 45'469 CHF | 5'627 CHF | 92.49% | 92.49% |
06.05.2024 | 10.53% | 0.09 CHF | 0.10 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 45'000 CHF | 5'000 CHF | 100.00% | 100.00% |
03.05.2024 | 10.87% | 0.08 CHF | 0.09 CHF | 497'307 | 50'000 | 489'319 | 50'000 | 42'666 CHF | 4'862 CHF | 96.17% | 96.17% |
02.05.2024 | 12.94% | 0.07 CHF | 0.08 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 36'251 CHF | 4'125 CHF | 97.17% | 97.17% |