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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 5.15% | 0.20 CHF | 0.21 CHF | 81'900 | 81'900 | 82'801 | 82'801 | 15'703 CHF | 16'531 CHF | 100.00% | 100.00% |
10.05.2024 | 6.38% | 0.16 CHF | 0.17 CHF | 110'600 | 110'600 | 110'982 | 110'982 | 16'882 CHF | 17'992 CHF | 100.00% | 100.00% |
08.05.2024 | 8.40% | 0.11 CHF | 0.12 CHF | 136'700 | 136'700 | 137'825 | 137'825 | 15'735 CHF | 17'113 CHF | 99.25% | 99.25% |
07.05.2024 | 10.72% | 0.09 CHF | 0.10 CHF | 135'000 | 135'000 | 135'716 | 135'716 | 12'007 CHF | 13'364 CHF | 95.30% | 95.30% |
06.05.2024 | 9.92% | 0.10 CHF | 0.11 CHF | 143'100 | 143'100 | 143'100 | 143'100 | 13'718 CHF | 15'149 CHF | 98.33% | 98.33% |
03.05.2024 | 9.99% | 0.09 CHF | 0.10 CHF | 148'600 | 148'600 | 148'600 | 148'600 | 14'146 CHF | 15'632 CHF | 100.00% | 100.00% |
02.05.2024 | 10.48% | 0.09 CHF | 0.10 CHF | 133'500 | 133'500 | 133'639 | 133'639 | 12'098 CHF | 13'435 CHF | 99.99% | 99.99% |
30.04.2024 | 9.28% | 0.11 CHF | 0.12 CHF | 132'200 | 132'200 | 132'152 | 132'152 | 13'598 CHF | 14'920 CHF | 100.00% | 100.00% |
29.04.2024 | 9.69% | 0.10 CHF | 0.11 CHF | 145'300 | 145'300 | 145'300 | 145'300 | 14'276 CHF | 15'729 CHF | 100.00% | 100.00% |
26.04.2024 | 10.63% | 0.09 CHF | 0.10 CHF | 167'600 | 167'600 | 168'474 | 168'474 | 15'004 CHF | 16'689 CHF | 98.65% | 98.65% |