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 | 14.82% | 0.06 CHF | 0.07 CHF | 940'000 | 940'000 | 471'277 | 471'277 | 30'654 CHF | 35'402 CHF | 100.00% | 100.00% |
15.05.2024 | 17.21% | 0.07 CHF | 0.08 CHF | 950'000 | 950'000 | 461'072 | 461'072 | 27'570 CHF | 32'221 CHF | 100.00% | 100.00% |
14.05.2024 | 12.91% | 0.06 CHF | 0.07 CHF | 920'000 | 920'000 | 469'403 | 469'403 | 33'915 CHF | 38'630 CHF | 99.99% | 99.99% |
13.05.2024 | 10.89% | 0.08 CHF | 0.09 CHF | 950'000 | 950'000 | 479'976 | 479'976 | 41'498 CHF | 46'319 CHF | 99.86% | 99.86% |
10.05.2024 | 11.76% | 0.10 CHF | 0.11 CHF | 980'000 | 980'000 | 468'436 | 468'436 | 40'677 CHF | 45'383 CHF | 100.00% | 100.00% |
08.05.2024 | 11.71% | 0.09 CHF | 0.10 CHF | 950'000 | 950'000 | 463'661 | 463'661 | 40'056 CHF | 44'715 CHF | 95.77% | 95.77% |
07.05.2024 | 15.25% | 0.06 CHF | 0.07 CHF | 920'000 | 920'000 | 448'784 | 448'784 | 29'062 CHF | 33'573 CHF | 97.41% | 97.41% |
06.05.2024 | 15.31% | 0.06 CHF | 0.07 CHF | 910'000 | 910'000 | 451'587 | 451'587 | 27'262 CHF | 31'796 CHF | 98.41% | 98.41% |
03.05.2024 | 12.59% | 0.08 CHF | 0.09 CHF | 930'000 | 930'000 | 448'984 | 448'984 | 33'749 CHF | 38'259 CHF | 99.95% | 99.95% |
02.05.2024 | 12.92% | 0.08 CHF | 0.09 CHF | 910'000 | 910'000 | 444'829 | 444'829 | 35'299 CHF | 39'768 CHF | 100.00% | 100.00% |