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 | 7.91% | 0.12 CHF | 0.13 CHF | 420'000 | 100'000 | 415'527 | 100'000 | 50'451 CHF | 13'153 CHF | 87.32% | 87.32% |
15.05.2024 | 9.50% | 0.12 CHF | 0.13 CHF | 420'000 | 100'000 | 485'526 | 99'752 | 49'630 CHF | 11'244 CHF | 97.11% | 97.11% |
14.05.2024 | 8.68% | 0.11 CHF | 0.12 CHF | 460'000 | 100'000 | 459'019 | 100'000 | 50'589 CHF | 12'025 CHF | 98.56% | 98.56% |
13.05.2024 | 8.37% | 0.11 CHF | 0.12 CHF | 460'000 | 100'000 | 441'235 | 100'000 | 50'510 CHF | 12'471 CHF | 96.49% | 96.49% |
10.05.2024 | 8.52% | 0.12 CHF | 0.13 CHF | 420'000 | 100'000 | 448'955 | 100'000 | 50'448 CHF | 12'276 CHF | 98.02% | 98.02% |
08.05.2024 | 10.73% | 0.10 CHF | 0.11 CHF | 500'000 | 100'000 | 499'244 | 100'000 | 44'351 CHF | 9'887 CHF | 99.74% | 99.74% |
07.05.2024 | 14.32% | 0.07 CHF | 0.08 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 32'601 CHF | 7'520 CHF | 90.72% | 90.72% |
06.05.2024 | 12.00% | 0.06 CHF | 0.07 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 39'405 CHF | 8'881 CHF | 97.92% | 97.92% |
03.05.2024 | 11.88% | 0.07 CHF | 0.08 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 39'648 CHF | 8'930 CHF | 97.83% | 97.83% |
02.05.2024 | 12.69% | 0.07 CHF | 0.08 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 37'039 CHF | 8'408 CHF | 99.41% | 99.41% |