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 | 5.64% | 0.17 CHF | 0.18 CHF | 300'000 | 100'000 | 295'030 | 100'000 | 50'803 CHF | 18'249 CHF | 87.32% | 87.32% |
15.05.2024 | 7.20% | 0.17 CHF | 0.18 CHF | 300'000 | 100'000 | 373'678 | 99'752 | 50'715 CHF | 14'678 CHF | 97.11% | 97.11% |
14.05.2024 | 6.29% | 0.14 CHF | 0.15 CHF | 360'000 | 100'000 | 331'414 | 100'000 | 51'062 CHF | 16'429 CHF | 98.17% | 98.17% |
13.05.2024 | 6.13% | 0.15 CHF | 0.16 CHF | 340'000 | 100'000 | 323'354 | 100'000 | 51'104 CHF | 16'832 CHF | 96.50% | 96.50% |
10.05.2024 | 6.52% | 0.16 CHF | 0.17 CHF | 320'000 | 100'000 | 343'300 | 100'000 | 50'928 CHF | 15'926 CHF | 98.02% | 98.02% |
08.05.2024 | 9.49% | 0.12 CHF | 0.13 CHF | 420'000 | 100'000 | 479'633 | 100'000 | 48'346 CHF | 11'163 CHF | 99.74% | 99.74% |
07.05.2024 | 15.16% | 0.07 CHF | 0.08 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 30'739 CHF | 7'148 CHF | 90.72% | 90.72% |
06.05.2024 | 11.64% | 0.06 CHF | 0.07 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 41'118 CHF | 9'224 CHF | 97.92% | 97.92% |
03.05.2024 | 11.78% | 0.07 CHF | 0.08 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 40'076 CHF | 9'015 CHF | 97.83% | 97.83% |
02.05.2024 | 12.36% | 0.07 CHF | 0.08 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 38'090 CHF | 8'618 CHF | 95.54% | 95.54% |