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 | 7.01% | 0.15 CHF | 0.16 CHF | 150'000 | 150'000 | 82'852 | 82'852 | 11'802 CHF | 12'636 CHF | 100.00% | 100.00% |
15.05.2024 | 7.67% | 0.15 CHF | 0.16 CHF | 160'000 | 160'000 | 89'913 | 89'913 | 11'722 CHF | 12'631 CHF | 99.56% | 99.56% |
14.05.2024 | 8.66% | 0.11 CHF | 0.12 CHF | 170'000 | 170'000 | 95'053 | 95'053 | 10'878 CHF | 11'832 CHF | 99.99% | 99.99% |
13.05.2024 | 9.51% | 0.10 CHF | 0.11 CHF | 170'000 | 170'000 | 95'033 | 95'033 | 10'044 CHF | 10'998 CHF | 100.00% | 100.00% |
10.05.2024 | 7.28% | 0.12 CHF | 0.13 CHF | 170'000 | 170'000 | 93'945 | 93'945 | 12'610 CHF | 13'553 CHF | 100.00% | 100.00% |
08.05.2024 | 9.83% | 0.10 CHF | 0.11 CHF | 180'000 | 180'000 | 101'626 | 101'626 | 10'252 CHF | 11'273 CHF | 98.63% | 98.63% |
07.05.2024 | 10.46% | 0.10 CHF | 0.11 CHF | 190'000 | 190'000 | 107'427 | 107'427 | 10'125 CHF | 11'203 CHF | 98.55% | 98.55% |
06.05.2024 | 9.61% | 0.10 CHF | 0.11 CHF | 200'000 | 200'000 | 109'164 | 109'164 | 11'153 CHF | 12'250 CHF | 100.00% | 100.00% |
03.05.2024 | 10.33% | 0.09 CHF | 0.10 CHF | 200'000 | 200'000 | 107'850 | 107'850 | 10'023 CHF | 11'106 CHF | 99.96% | 99.96% |
02.05.2024 | 11.06% | 0.09 CHF | 0.10 CHF | 220'000 | 220'000 | 83'732 | 83'732 | 7'436 CHF | 8'277 CHF | 100.00% | 100.00% |