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 | 8.69% | 0.11 CHF | 0.12 CHF | 460'000 | 100'000 | 459'740 | 100'000 | 50'596 CHF | 12'007 CHF | 94.94% | 94.94% |
15.05.2024 | 9.49% | 0.10 CHF | 0.11 CHF | 500'000 | 100'000 | 497'939 | 99'392 | 50'013 CHF | 10'978 CHF | 98.11% | 98.11% |
14.05.2024 | 9.18% | 0.11 CHF | 0.12 CHF | 460'000 | 100'000 | 463'122 | 98'792 | 49'303 CHF | 11'529 CHF | 99.71% | 99.71% |
13.05.2024 | 9.72% | 0.10 CHF | 0.11 CHF | 500'000 | 100'000 | 499'828 | 100'000 | 49'024 CHF | 10'809 CHF | 85.38% | 85.38% |
10.05.2024 | 8.79% | 0.10 CHF | 0.11 CHF | 500'000 | 100'000 | 464'336 | 100'000 | 50'535 CHF | 11'892 CHF | 99.37% | 99.37% |
08.05.2024 | 9.48% | 0.10 CHF | 0.11 CHF | 500'000 | 100'000 | 497'912 | 100'000 | 50'031 CHF | 11'052 CHF | 99.85% | 99.85% |
07.05.2024 | 9.50% | 0.10 CHF | 0.11 CHF | 500'000 | 100'000 | 498'621 | 100'000 | 50'021 CHF | 11'035 CHF | 96.17% | 96.17% |
06.05.2024 | 9.07% | 0.10 CHF | 0.11 CHF | 500'000 | 100'000 | 478'155 | 100'000 | 50'328 CHF | 11'546 CHF | 100.00% | 100.00% |
03.05.2024 | 8.04% | 0.11 CHF | 0.12 CHF | 460'000 | 100'000 | 422'667 | 100'000 | 50'475 CHF | 12'968 CHF | 83.32% | 83.32% |
02.05.2024 | 9.94% | 0.10 CHF | 0.11 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 47'931 CHF | 10'586 CHF | 88.97% | 88.97% |