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 | 10.89% | 0.07 CHF | 0.08 CHF | 600'000 | 200'000 | 457'124 | 152'375 | 39'823 CHF | 14'798 CHF | 99.17% | 99.17% |
15.05.2024 | 27.60% | 0.03 CHF | 0.04 CHF | 750'000 | 250'000 | 749'308 | 249'769 | 23'633 CHF | 10'375 CHF | 99.44% | 99.44% |
14.05.2024 | 22.84% | 0.05 CHF | 0.06 CHF | 750'000 | 250'000 | 808'059 | 270'468 | 31'639 CHF | 13'280 CHF | 93.42% | 93.42% |
13.05.2024 | 11.54% | 0.06 CHF | 0.07 CHF | 750'000 | 250'000 | 548'303 | 182'768 | 46'106 CHF | 17'197 CHF | 98.32% | 98.32% |
10.05.2024 | 5.39% | 0.12 CHF | 0.13 CHF | 600'000 | 200'000 | 458'170 | 152'723 | 83'317 CHF | 29'300 CHF | 96.10% | 96.10% |
08.05.2024 | 4.46% | 0.24 CHF | 0.25 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 98'801 CHF | 34'434 CHF | 99.53% | 99.53% |
07.05.2024 | 4.86% | 0.22 CHF | 0.23 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 90'343 CHF | 31'614 CHF | 98.49% | 98.49% |
06.05.2024 | 6.64% | 0.18 CHF | 0.19 CHF | 600'000 | 200'000 | 598'186 | 199'395 | 87'997 CHF | 31'326 CHF | 98.50% | 98.50% |
03.05.2024 | 7.69% | 0.13 CHF | 0.14 CHF | 600'000 | 200'000 | 602'828 | 200'943 | 75'802 CHF | 27'277 CHF | 99.30% | 99.30% |
02.05.2024 | 9.90% | 0.11 CHF | 0.12 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 72'315 CHF | 26'605 CHF | 99.51% | 99.51% |