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 | 7.39% | 0.14 CHF | 0.16 CHF | 299'954 | 50'000 | 285'869 | 50'000 | 43'132 CHF | 8'126 CHF | 84.73% | 84.73% |
15.05.2024 | 9.18% | 0.16 CHF | 0.17 CHF | 282'228 | 50'000 | 340'812 | 49'448 | 41'185 CHF | 6'592 CHF | 90.37% | 90.37% |
14.05.2024 | 10.25% | 0.10 CHF | 0.11 CHF | 388'515 | 50'000 | 386'714 | 50'000 | 40'182 CHF | 5'758 CHF | 98.81% | 98.81% |
13.05.2024 | 9.22% | 0.11 CHF | 0.12 CHF | 385'789 | 50'000 | 378'292 | 50'000 | 41'683 CHF | 6'046 CHF | 94.00% | 94.00% |
10.05.2024 | 9.03% | 0.13 CHF | 0.15 CHF | 322'866 | 50'000 | 349'599 | 50'000 | 42'621 CHF | 6'687 CHF | 91.46% | 91.46% |
08.05.2024 | 9.79% | 0.11 CHF | 0.12 CHF | 367'276 | 50'000 | 370'695 | 50'000 | 41'355 CHF | 6'154 CHF | 86.23% | 86.23% |
07.05.2024 | 10.31% | 0.11 CHF | 0.12 CHF | 397'586 | 50'000 | 396'905 | 50'000 | 42'413 CHF | 5'922 CHF | 96.43% | 96.43% |
06.05.2024 | 10.02% | 0.10 CHF | 0.11 CHF | 402'171 | 50'000 | 403'770 | 50'000 | 40'833 CHF | 5'592 CHF | 99.79% | 99.79% |
03.05.2024 | 10.94% | 0.11 CHF | 0.12 CHF | 403'472 | 50'000 | 428'874 | 50'000 | 40'254 CHF | 5'250 CHF | 97.56% | 97.56% |
02.05.2024 | 10.27% | 0.08 CHF | 0.09 CHF | 491'933 | 50'000 | 421'062 | 50'000 | 42'057 CHF | 5'564 CHF | 92.20% | 92.20% |