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 | 3.38% | 0.30 CHF | 0.31 CHF | 200'000 | 200'000 | 178'272 | 178'272 | 54'674 CHF | 56'403 CHF | 88.94% | 88.94% |
15.05.2024 | 5.42% | 0.16 CHF | 0.17 CHF | 310'000 | 200'000 | 333'644 | 198'016 | 50'790 CHF | 31'932 CHF | 97.42% | 97.42% |
14.05.2024 | 8.57% | 0.12 CHF | 0.13 CHF | 430'000 | 200'000 | 440'338 | 191'950 | 46'620 CHF | 22'113 CHF | 86.05% | 86.05% |
13.05.2024 | 5.50% | 0.17 CHF | 0.18 CHF | 300'000 | 200'000 | 341'487 | 200'000 | 50'823 CHF | 31'537 CHF | 85.00% | 85.00% |
10.05.2024 | 5.62% | 0.14 CHF | 0.14 CHF | 370'000 | 200'000 | 351'932 | 200'000 | 50'716 CHF | 30'515 CHF | 93.05% | 93.05% |
08.05.2024 | 8.01% | 0.10 CHF | 0.11 CHF | 500'000 | 200'000 | 498'040 | 200'000 | 49'060 CHF | 21'350 CHF | 100.00% | 100.00% |
07.05.2024 | 9.60% | 0.10 CHF | 0.10 CHF | 500'000 | 200'000 | 500'000 | 200'000 | 40'859 CHF | 17'984 CHF | 98.92% | 98.92% |
06.05.2024 | 11.23% | 0.08 CHF | 0.08 CHF | 500'000 | 200'000 | 500'000 | 200'000 | 34'363 CHF | 15'373 CHF | 100.00% | 100.00% |
03.05.2024 | 14.90% | 0.06 CHF | 0.07 CHF | 500'000 | 200'000 | 500'000 | 200'000 | 25'415 CHF | 11'766 CHF | 96.54% | 96.54% |
02.05.2024 | 11.15% | 0.04 CHF | 0.05 CHF | 500'000 | 200'000 | 499'997 | 200'000 | 36'101 CHF | 16'083 CHF | 92.16% | 92.16% |