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 | 8.80% | 0.10 CHF | 0.11 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 27'170 CHF | 29'670 CHF | 98.45% | 98.45% |
15.05.2024 | 8.41% | 0.12 CHF | 0.13 CHF | 250'000 | 250'000 | 249'501 | 249'501 | 28'490 CHF | 30'985 CHF | 98.95% | 98.95% |
14.05.2024 | 8.62% | 0.12 CHF | 0.13 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 27'770 CHF | 30'270 CHF | 99.05% | 99.05% |
13.05.2024 | 8.84% | 0.11 CHF | 0.12 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 54'140 CHF | 59'140 CHF | 99.47% | 99.47% |
10.05.2024 | 9.75% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 48'877 CHF | 53'877 CHF | 100.00% | 100.00% |
08.05.2024 | 11.76% | 0.08 CHF | 0.09 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 40'000 CHF | 45'000 CHF | 98.62% | 98.62% |
07.05.2024 | 13.54% | 0.07 CHF | 0.08 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 34'507 CHF | 39'507 CHF | 96.44% | 96.44% |
06.05.2024 | 14.84% | 0.06 CHF | 0.07 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 31'325 CHF | 36'325 CHF | 100.00% | 100.00% |
03.05.2024 | 14.54% | 0.06 CHF | 0.07 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 32'064 CHF | 37'064 CHF | 98.64% | 98.64% |
02.05.2024 | 13.44% | 0.07 CHF | 0.08 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 34'728 CHF | 39'728 CHF | 99.12% | 99.12% |