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 | 13.91% | 0.07 CHF | 0.08 CHF | 675'000 | 350'000 | 752'727 | 387'374 | 50'362 CHF | 29'805 CHF | 99.88% | 99.88% |
15.05.2024 | 11.56% | 0.07 CHF | 0.08 CHF | 675'000 | 350'000 | 617'521 | 330'654 | 50'369 CHF | 30'409 CHF | 100.00% | 100.00% |
14.05.2024 | 8.14% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 435'251 | 435'252 | 51'348 CHF | 55'701 CHF | 99.76% | 99.76% |
13.05.2024 | 8.21% | 0.13 CHF | 0.14 CHF | 425'000 | 425'000 | 443'198 | 437'409 | 51'756 CHF | 55'493 CHF | 100.00% | 100.00% |
10.05.2024 | 10.67% | 0.10 CHF | 0.11 CHF | 575'000 | 300'000 | 575'828 | 315'022 | 51'165 CHF | 31'274 CHF | 100.00% | 100.00% |
08.05.2024 | 5.47% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 291'930 | 291'930 | 51'950 CHF | 54'869 CHF | 96.84% | 96.84% |
07.05.2024 | 5.31% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 286'959 | 286'958 | 52'588 CHF | 55'457 CHF | 99.83% | 99.83% |
06.05.2024 | 5.43% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 292'778 | 292'777 | 52'486 CHF | 55'413 CHF | 99.75% | 99.75% |
03.05.2024 | 3.97% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 212'303 | 212'303 | 52'471 CHF | 54'594 CHF | 98.69% | 98.69% |
02.05.2024 | 3.96% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 211'348 | 211'348 | 52'269 CHF | 54'383 CHF | 100.00% | 100.00% |