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 | 11.03% | 0.16 CHF | 0.17 CHF | 320'000 | 50'000 | 321'501 | 50'000 | 51'176 CHF | 8'892 CHF | 99.02% | 99.02% |
15.05.2024 | 10.53% | 0.16 CHF | 0.18 CHF | 320'000 | 50'000 | 322'722 | 49'759 | 51'143 CHF | 8'768 CHF | 98.90% | 98.90% |
14.05.2024 | 10.59% | 0.15 CHF | 0.17 CHF | 340'000 | 50'000 | 316'952 | 50'000 | 50'996 CHF | 8'973 CHF | 100.00% | 100.00% |
13.05.2024 | 9.86% | 0.16 CHF | 0.18 CHF | 320'000 | 50'000 | 300'914 | 50'000 | 50'919 CHF | 9'357 CHF | 100.00% | 100.00% |
10.05.2024 | 9.56% | 0.17 CHF | 0.19 CHF | 300'000 | 50'000 | 283'865 | 50'000 | 50'761 CHF | 9'851 CHF | 97.80% | 97.80% |
08.05.2024 | 9.98% | 0.18 CHF | 0.20 CHF | 280'000 | 50'000 | 258'574 | 50'000 | 50'481 CHF | 10'857 CHF | 98.77% | 98.77% |
07.05.2024 | 7.68% | 0.25 CHF | 0.27 CHF | 200'000 | 50'000 | 196'561 | 50'000 | 50'851 CHF | 13'983 CHF | 96.43% | 96.43% |
06.05.2024 | 7.24% | 0.27 CHF | 0.29 CHF | 190'000 | 50'000 | 186'540 | 50'000 | 51'067 CHF | 14'730 CHF | 100.00% | 100.00% |
03.05.2024 | 8.11% | 0.25 CHF | 0.27 CHF | 200'000 | 50'000 | 207'085 | 50'000 | 50'603 CHF | 13'265 CHF | 97.68% | 97.68% |
02.05.2024 | 8.16% | 0.25 CHF | 0.27 CHF | 200'000 | 50'000 | 204'961 | 50'000 | 50'249 CHF | 13'308 CHF | 99.40% | 99.40% |