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 | 21.72% | 0.07 CHF | 0.08 CHF | 500'000 | 30'000 | 500'000 | 18'345 | 36'285 CHF | 1'627 CHF | 99.02% | 99.02% |
15.05.2024 | - | 0.09 CHF | - CHF | 500'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 95.92% |
14.05.2024 | 11.16% | 0.14 CHF | 0.15 CHF | 360'000 | 30'000 | 341'351 | 18'384 | 50'957 CHF | 3'034 CHF | 97.90% | 97.90% |
13.05.2024 | 11.40% | 0.15 CHF | 0.16 CHF | 340'000 | 30'000 | 345'726 | 18'319 | 50'821 CHF | 3'005 CHF | 99.82% | 99.82% |
10.05.2024 | 10.52% | 0.17 CHF | 0.18 CHF | 300'000 | 30'000 | 318'657 | 18'194 | 51'117 CHF | 3'223 CHF | 98.67% | 98.67% |
08.05.2024 | 9.05% | 0.18 CHF | 0.19 CHF | 280'000 | 30'000 | 270'836 | 18'308 | 50'601 CHF | 3'724 CHF | 99.93% | 99.93% |
07.05.2024 | 8.49% | 0.18 CHF | 0.19 CHF | 280'000 | 30'000 | 253'162 | 18'315 | 50'335 CHF | 3'910 CHF | 99.71% | 99.71% |
06.05.2024 | 6.86% | 0.23 CHF | 0.24 CHF | 220'000 | 30'000 | 204'543 | 18'313 | 50'684 CHF | 4'790 CHF | 100.00% | 100.00% |
03.05.2024 | 7.01% | 0.29 CHF | 0.32 CHF | 6'000 | 6'000 | 93'150 | 11'726 | 35'587 CHF | 4'590 CHF | 95.71% | 95.71% |
02.05.2024 | 3.49% | 0.50 CHF | 0.51 CHF | 100'000 | 30'000 | 103'525 | 18'339 | 52'157 CHF | 9'680 CHF | 98.79% | 98.79% |