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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 12.57% | 0.08 CHF | 0.09 CHF | 875'000 | 450'000 | 851'277 | 432'069 | 63'511 CHF | 36'551 CHF | 100.00% | 100.00% |
16.05.2024 | 13.57% | 0.07 CHF | 0.08 CHF | 950'000 | 475'000 | 916'034 | 462'662 | 63'009 CHF | 36'458 CHF | 100.00% | 100.00% |
15.05.2024 | 8.75% | 0.09 CHF | 0.10 CHF | 725'000 | 375'000 | 609'204 | 546'472 | 66'849 CHF | 66'736 CHF | 100.00% | 100.00% |
14.05.2024 | 6.88% | 0.13 CHF | 0.14 CHF | 475'000 | 475'000 | 484'187 | 484'189 | 67'998 CHF | 72'840 CHF | 91.17% | 91.17% |
13.05.2024 | 7.06% | 0.14 CHF | 0.15 CHF | 475'000 | 475'000 | 492'991 | 492'991 | 67'474 CHF | 72'404 CHF | 100.00% | 100.00% |
10.05.2024 | 6.36% | 0.16 CHF | 0.17 CHF | 450'000 | 450'000 | 465'547 | 465'547 | 70'950 CHF | 75'606 CHF | 100.00% | 100.00% |
08.05.2024 | 5.02% | 0.18 CHF | 0.19 CHF | 425'000 | 425'000 | 393'863 | 393'863 | 76'483 CHF | 80'422 CHF | 100.00% | 100.00% |
07.05.2024 | 4.97% | 0.18 CHF | 0.19 CHF | 400'000 | 400'000 | 395'231 | 395'231 | 77'671 CHF | 81'623 CHF | 100.00% | 100.00% |
06.05.2024 | 4.25% | 0.22 CHF | 0.23 CHF | 350'000 | 350'000 | 345'723 | 345'723 | 79'706 CHF | 83'163 CHF | 100.00% | 100.00% |
03.05.2024 | 3.14% | 0.28 CHF | 0.29 CHF | 300'000 | 300'000 | 278'983 | 278'982 | 87'805 CHF | 90'594 CHF | 96.97% | 96.97% |