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 | 4.65% | 0.21 CHF | 0.22 CHF | 240'000 | 100'000 | 233'997 | 100'000 | 50'503 CHF | 22'629 CHF | 97.20% | 97.20% |
15.05.2024 | 4.54% | 0.23 CHF | 0.24 CHF | 220'000 | 100'000 | 227'701 | 99'230 | 50'565 CHF | 23'073 CHF | 98.15% | 98.15% |
14.05.2024 | 5.19% | 0.21 CHF | 0.22 CHF | 240'000 | 100'000 | 266'799 | 100'000 | 50'989 CHF | 20'148 CHF | 100.00% | 100.00% |
13.05.2024 | 4.96% | 0.19 CHF | 0.20 CHF | 270'000 | 100'000 | 253'173 | 100'000 | 50'293 CHF | 20'894 CHF | 99.36% | 99.36% |
10.05.2024 | 5.94% | 0.18 CHF | 0.19 CHF | 280'000 | 100'000 | 311'073 | 100'000 | 50'829 CHF | 17'492 CHF | 100.00% | 100.00% |
08.05.2024 | 6.51% | 0.15 CHF | 0.16 CHF | 340'000 | 100'000 | 342'189 | 100'000 | 50'873 CHF | 15'891 CHF | 97.77% | 97.77% |
07.05.2024 | 8.59% | 0.19 CHF | 0.20 CHF | 270'000 | 100'000 | 71'119 | 54'803 | 14'390 CHF | 12'272 CHF | 92.08% | 92.08% |
06.05.2024 | 11.03% | 0.09 CHF | 0.10 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 42'965 CHF | 9'593 CHF | 98.68% | 98.68% |
03.05.2024 | 12.59% | 0.08 CHF | 0.09 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 37'369 CHF | 8'474 CHF | 98.00% | 98.00% |
02.05.2024 | 13.12% | 0.07 CHF | 0.08 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 35'666 CHF | 8'133 CHF | 85.86% | 85.86% |