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 | 9.52% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 50'000 CHF | 55'000 CHF | 98.45% | 98.45% |
15.05.2024 | 9.03% | 0.11 CHF | 0.12 CHF | 500'000 | 500'000 | 497'503 | 497'503 | 52'744 CHF | 57'719 CHF | 98.95% | 98.95% |
14.05.2024 | 9.40% | 0.11 CHF | 0.12 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 50'766 CHF | 55'766 CHF | 99.04% | 99.04% |
13.05.2024 | 9.52% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 50'000 CHF | 55'000 CHF | 99.47% | 99.47% |
10.05.2024 | 10.38% | 0.10 CHF | 0.11 CHF | 750'000 | 750'000 | 750'000 | 750'000 | 68'558 CHF | 76'058 CHF | 100.00% | 100.00% |
08.05.2024 | 11.76% | 0.08 CHF | 0.09 CHF | 750'000 | 750'000 | 750'000 | 750'000 | 60'002 CHF | 67'502 CHF | 98.62% | 98.62% |
07.05.2024 | 12.57% | 0.08 CHF | 0.09 CHF | 750'000 | 750'000 | 750'000 | 750'000 | 56'131 CHF | 63'631 CHF | 96.44% | 96.44% |
06.05.2024 | 13.33% | 0.07 CHF | 0.08 CHF | 750'000 | 750'000 | 750'000 | 750'000 | 52'500 CHF | 60'000 CHF | 100.00% | 100.00% |
03.05.2024 | 13.33% | 0.07 CHF | 0.08 CHF | 750'000 | 750'000 | 750'000 | 750'000 | 52'500 CHF | 60'000 CHF | 98.64% | 98.64% |
02.05.2024 | 12.99% | 0.07 CHF | 0.08 CHF | 750'000 | 750'000 | 750'000 | 750'000 | 54'138 CHF | 61'638 CHF | 99.12% | 99.12% |