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 | 7.38% | 0.13 CHF | 0.14 CHF | 390'000 | 100'000 | 387'780 | 100'000 | 50'594 CHF | 14'074 CHF | 87.33% | 87.33% |
15.05.2024 | 9.71% | 0.13 CHF | 0.14 CHF | 390'000 | 100'000 | 479'360 | 99'752 | 47'939 CHF | 11'063 CHF | 97.10% | 97.10% |
14.05.2024 | 8.23% | 0.11 CHF | 0.12 CHF | 460'000 | 100'000 | 433'437 | 100'000 | 50'484 CHF | 12'673 CHF | 98.50% | 98.50% |
13.05.2024 | 8.03% | 0.11 CHF | 0.12 CHF | 460'000 | 100'000 | 422'182 | 100'000 | 50'474 CHF | 12'984 CHF | 96.44% | 96.44% |
10.05.2024 | 8.49% | 0.12 CHF | 0.13 CHF | 420'000 | 100'000 | 443'677 | 100'000 | 50'139 CHF | 12'375 CHF | 98.01% | 98.01% |
08.05.2024 | 12.80% | 0.09 CHF | 0.10 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 37'193 CHF | 8'439 CHF | 99.74% | 99.74% |
07.05.2024 | 20.90% | 0.05 CHF | 0.06 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 21'640 CHF | 5'328 CHF | 90.72% | 90.72% |
06.05.2024 | 15.27% | 0.04 CHF | 0.05 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 30'869 CHF | 7'174 CHF | 97.92% | 97.92% |
03.05.2024 | 15.42% | 0.05 CHF | 0.06 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 30'018 CHF | 7'004 CHF | 97.84% | 97.84% |
02.05.2024 | 16.30% | 0.05 CHF | 0.06 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 28'356 CHF | 6'671 CHF | 99.41% | 99.41% |