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 | 12.77% | 0.06 CHF | 0.07 CHF | 300'000 | 300'000 | 299'739 | 299'739 | 22'508 CHF | 25'508 CHF | 100.00% | 100.00% |
15.05.2024 | 11.23% | 0.07 CHF | 0.08 CHF | 300'000 | 300'000 | 299'429 | 299'429 | 25'487 CHF | 28'487 CHF | 100.00% | 100.00% |
14.05.2024 | 10.13% | 0.09 CHF | 0.10 CHF | 300'000 | 300'000 | 299'944 | 299'944 | 28'236 CHF | 31'236 CHF | 99.99% | 99.99% |
13.05.2024 | 8.47% | 0.10 CHF | 0.11 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 34'021 CHF | 37'021 CHF | 100.00% | 100.00% |
10.05.2024 | 7.72% | 0.13 CHF | 0.14 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 37'363 CHF | 40'363 CHF | 100.00% | 100.00% |
08.05.2024 | 7.10% | 0.14 CHF | 0.14 CHF | 300'000 | 300'000 | 299'942 | 299'942 | 40'763 CHF | 43'763 CHF | 99.29% | 99.29% |
07.05.2024 | 7.20% | 0.13 CHF | 0.14 CHF | 300'000 | 300'000 | 299'878 | 299'878 | 40'253 CHF | 43'253 CHF | 99.81% | 99.81% |
06.05.2024 | 6.33% | 0.14 CHF | 0.16 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 45'923 CHF | 48'923 CHF | 100.00% | 100.00% |
03.05.2024 | 6.04% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 48'192 CHF | 51'192 CHF | 98.78% | 98.78% |
02.05.2024 | 6.56% | 0.14 CHF | 0.16 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 44'306 CHF | 47'306 CHF | 100.00% | 100.00% |