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 | 8.77% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 74'747 | 74'747 | 15'894 CHF | 16'954 CHF | 99.64% | 99.64% |
15.05.2024 | 9.87% | 0.19 CHF | 0.20 CHF | 200'000 | 200'000 | 74'748 | 74'748 | 13'213 CHF | 14'274 CHF | 99.63% | 99.63% |
14.05.2024 | 7.65% | 0.16 CHF | 0.17 CHF | 100'000 | 100'000 | 69'956 | 69'956 | 11'474 CHF | 12'248 CHF | 34.65% | 34.65% |
13.05.2024 | 7.64% | 0.25 CHF | 0.26 CHF | 100'000 | 100'000 | 37'373 | 37'373 | 8'823 CHF | 9'353 CHF | 99.62% | 99.62% |
10.05.2024 | 8.97% | 0.19 CHF | 0.20 CHF | 200'000 | 200'000 | 74'109 | 74'109 | 14'073 CHF | 15'129 CHF | 98.58% | 98.58% |
08.05.2024 | 10.39% | 0.18 CHF | 0.19 CHF | 200'000 | 200'000 | 74'744 | 74'744 | 12'673 CHF | 13'733 CHF | 99.63% | 99.63% |
07.05.2024 | 9.14% | 0.19 CHF | 0.20 CHF | 100'000 | 100'000 | 37'375 | 37'375 | 6'895 CHF | 7'426 CHF | 99.63% | 99.63% |
06.05.2024 | 8.15% | 0.21 CHF | 0.22 CHF | 100'000 | 100'000 | 37'374 | 37'374 | 7'830 CHF | 8'360 CHF | 99.62% | 99.62% |
03.05.2024 | 8.55% | 0.20 CHF | 0.21 CHF | 100'000 | 100'000 | 35'092 | 35'092 | 7'115 CHF | 7'628 CHF | 95.40% | 95.40% |
02.05.2024 | 9.89% | 0.19 CHF | 0.20 CHF | 200'000 | 200'000 | 74'748 | 74'748 | 13'066 CHF | 14'126 CHF | 99.63% | 99.63% |