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 | 7.10% | 0.18 CHF | 0.19 CHF | 280'000 | 75'000 | 274'511 | 75'000 | 50'822 CHF | 14'925 CHF | 97.20% | 97.20% |
15.05.2024 | 7.23% | 0.20 CHF | 0.21 CHF | 250'000 | 75'000 | 265'734 | 74'230 | 50'777 CHF | 15'258 CHF | 98.15% | 98.15% |
14.05.2024 | 7.71% | 0.18 CHF | 0.19 CHF | 280'000 | 75'000 | 312'446 | 75'000 | 51'118 CHF | 13'268 CHF | 99.99% | 99.99% |
13.05.2024 | 7.13% | 0.17 CHF | 0.18 CHF | 300'000 | 75'000 | 296'099 | 75'000 | 50'898 CHF | 13'864 CHF | 99.36% | 99.36% |
10.05.2024 | 8.97% | 0.16 CHF | 0.17 CHF | 320'000 | 75'000 | 363'482 | 75'000 | 50'765 CHF | 11'578 CHF | 100.00% | 100.00% |
08.05.2024 | 10.08% | 0.13 CHF | 0.14 CHF | 390'000 | 75'000 | 399'244 | 75'000 | 50'560 CHF | 10'527 CHF | 97.77% | 97.77% |
07.05.2024 | 11.28% | 0.17 CHF | 0.18 CHF | 300'000 | 75'000 | 63'660 | 41'102 | 11'198 CHF | 8'352 CHF | 92.08% | 92.08% |
06.05.2024 | 14.72% | 0.08 CHF | 0.09 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 37'558 CHF | 6'525 CHF | 98.68% | 98.68% |
03.05.2024 | 19.45% | 0.07 CHF | 0.08 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 32'237 CHF | 5'869 CHF | 98.00% | 98.00% |
02.05.2024 | 18.63% | 0.06 CHF | 0.07 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 30'744 CHF | 5'564 CHF | 85.86% | 85.86% |