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 | 17.80% | 0.09 CHF | 0.10 CHF | 500'000 | 30'000 | 500'000 | 18'345 | 45'242 CHF | 1'959 CHF | 99.02% | 99.02% |
15.05.2024 | 11.68% | 0.11 CHF | 0.12 CHF | 460'000 | 30'000 | 342'017 | 17'946 | 49'628 CHF | 2'850 CHF | 95.92% | 95.92% |
14.05.2024 | 9.82% | 0.16 CHF | 0.17 CHF | 320'000 | 30'000 | 297'952 | 18'384 | 50'909 CHF | 3'433 CHF | 97.90% | 97.90% |
13.05.2024 | 9.81% | 0.17 CHF | 0.18 CHF | 300'000 | 30'000 | 294'970 | 18'319 | 50'800 CHF | 3'472 CHF | 99.82% | 99.82% |
10.05.2024 | 9.16% | 0.20 CHF | 0.21 CHF | 250'000 | 30'000 | 272'330 | 18'192 | 50'630 CHF | 3'695 CHF | 98.66% | 98.66% |
08.05.2024 | 7.11% | 0.23 CHF | 0.24 CHF | 220'000 | 30'000 | 210'541 | 18'308 | 50'650 CHF | 4'704 CHF | 99.93% | 99.93% |
07.05.2024 | 6.70% | 0.23 CHF | 0.24 CHF | 220'000 | 30'000 | 201'631 | 18'320 | 51'314 CHF | 4'921 CHF | 99.76% | 99.76% |
06.05.2024 | 5.43% | 0.30 CHF | 0.31 CHF | 170'000 | 30'000 | 164'412 | 18'313 | 51'865 CHF | 6'019 CHF | 99.99% | 99.99% |
03.05.2024 | 5.57% | 0.38 CHF | 0.41 CHF | 6'000 | 6'000 | 74'815 | 11'732 | 35'785 CHF | 5'703 CHF | 95.65% | 95.65% |
02.05.2024 | 2.84% | 0.62 CHF | 0.63 CHF | 90'000 | 30'000 | 87'334 | 18'344 | 54'300 CHF | 11'873 CHF | 98.84% | 98.84% |