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 | 5.79% | 0.17 CHF | 0.18 CHF | 300'000 | 100'000 | 304'559 | 100'000 | 51'043 CHF | 17'772 CHF | 87.33% | 87.33% |
15.05.2024 | 6.87% | 0.17 CHF | 0.18 CHF | 300'000 | 100'000 | 354'674 | 99'752 | 50'675 CHF | 15'323 CHF | 97.11% | 97.11% |
14.05.2024 | 6.32% | 0.15 CHF | 0.16 CHF | 340'000 | 100'000 | 333'363 | 100'000 | 51'066 CHF | 16'332 CHF | 98.56% | 98.56% |
13.05.2024 | 6.12% | 0.15 CHF | 0.16 CHF | 340'000 | 100'000 | 322'681 | 100'000 | 51'117 CHF | 16'866 CHF | 96.49% | 96.49% |
10.05.2024 | 6.22% | 0.16 CHF | 0.17 CHF | 320'000 | 100'000 | 327'388 | 100'000 | 51'047 CHF | 16'631 CHF | 98.02% | 98.02% |
08.05.2024 | 7.94% | 0.14 CHF | 0.15 CHF | 360'000 | 100'000 | 417'632 | 100'000 | 50'497 CHF | 13'166 CHF | 99.74% | 99.74% |
07.05.2024 | 10.28% | 0.10 CHF | 0.11 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 46'239 CHF | 10'248 CHF | 90.72% | 90.72% |
06.05.2024 | 8.83% | 0.09 CHF | 0.10 CHF | 500'000 | 100'000 | 457'233 | 100'000 | 49'635 CHF | 11'915 CHF | 97.92% | 97.92% |
03.05.2024 | 8.91% | 0.10 CHF | 0.11 CHF | 500'000 | 100'000 | 470'063 | 100'000 | 50'436 CHF | 11'748 CHF | 97.84% | 97.84% |
02.05.2024 | 9.44% | 0.10 CHF | 0.11 CHF | 500'000 | 100'000 | 491'864 | 100'000 | 49'686 CHF | 11'116 CHF | 99.41% | 99.41% |