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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24.05.2024 | 10.25% | 0.15 CHF | 0.16 CHF | 328'978 | 50'000 | 377'286 | 50'000 | 43'573 CHF | 6'421 CHF | 93.25% | 93.25% |
23.05.2024 | 10.76% | 0.11 CHF | 0.12 CHF | 390'310 | 50'000 | 404'434 | 50'000 | 43'291 CHF | 5'978 CHF | 98.35% | 98.35% |
22.05.2024 | 12.03% | 0.10 CHF | 0.11 CHF | 443'522 | 50'000 | 475'546 | 50'000 | 43'801 CHF | 5'203 CHF | 97.30% | 97.30% |
21.05.2024 | 10.95% | 0.09 CHF | 0.11 CHF | 476'634 | 50'000 | 451'900 | 50'000 | 44'746 CHF | 5'550 CHF | 90.93% | 90.93% |
17.05.2024 | 12.83% | 0.11 CHF | 0.12 CHF | 463'199 | 50'000 | 492'428 | 50'000 | 43'065 CHF | 4'972 CHF | 77.24% | 77.24% |
16.05.2024 | 8.74% | 0.10 CHF | 0.11 CHF | 442'918 | 50'000 | 382'007 | 50'000 | 48'850 CHF | 7'001 CHF | 27.90% | 27.90% |
15.05.2024 | 10.85% | 0.14 CHF | 0.15 CHF | 382'758 | 50'000 | 450'813 | 49'539 | 46'884 CHF | 5'786 CHF | 51.85% | 51.85% |
14.05.2024 | 23.23% | 0.10 CHF | 0.12 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'115 CHF | 2'667 CHF | 97.01% | 97.01% |
13.05.2024 | 17.27% | 0.10 CHF | 0.13 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'966 CHF | 3'521 CHF | 98.43% | 98.43% |
10.05.2024 | 11.66% | 0.16 CHF | 0.18 CHF | 25'000 | 25'000 | 111'029 | 34'826 | 16'367 CHF | 5'764 CHF | 83.34% | 83.34% |