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 | 2.36% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 129'740 | 129'740 | 54'305 CHF | 55'603 CHF | 99.42% | 99.42% |
15.05.2024 | 2.29% | 0.50 CHF | 0.51 CHF | 125'000 | 125'000 | 126'551 | 126'551 | 54'783 CHF | 56'048 CHF | 98.91% | 98.91% |
14.05.2024 | 2.55% | 0.42 CHF | 0.43 CHF | 150'000 | 150'000 | 144'946 | 144'946 | 56'058 CHF | 57'507 CHF | 91.48% | 91.48% |
13.05.2024 | 2.45% | 0.42 CHF | 0.43 CHF | 125'000 | 125'000 | 129'697 | 129'697 | 52'334 CHF | 53'631 CHF | 100.00% | 100.00% |
10.05.2024 | 2.21% | 0.40 CHF | 0.41 CHF | 125'000 | 125'000 | 126'858 | 126'858 | 56'739 CHF | 58'008 CHF | 100.00% | 100.00% |
08.05.2024 | 3.85% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 209'903 | 209'915 | 53'572 CHF | 55'674 CHF | 100.00% | 100.00% |
07.05.2024 | 6.58% | 0.21 CHF | 0.22 CHF | 275'000 | 275'000 | 359'227 | 359'235 | 52'912 CHF | 56'506 CHF | 100.00% | 100.00% |
06.05.2024 | 10.27% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 555'730 | 427'307 | 51'333 CHF | 45'913 CHF | 100.00% | 100.00% |
03.05.2024 | 11.75% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 630'490 | 333'854 | 50'494 CHF | 30'231 CHF | 97.87% | 97.87% |
02.05.2024 | 12.40% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 665'451 | 347'678 | 50'355 CHF | 29'764 CHF | 100.00% | 100.00% |