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 | 15.14% | 0.11 CHF | 0.13 CHF | 460'000 | 25'000 | 494'539 | 25'000 | 48'559 CHF | 2'860 CHF | 99.25% | 99.25% |
15.05.2024 | 14.41% | 0.10 CHF | 0.12 CHF | 500'000 | 25'000 | 488'046 | 24'952 | 49'943 CHF | 2'953 CHF | 98.90% | 98.90% |
14.05.2024 | 12.10% | 0.10 CHF | 0.11 CHF | 500'000 | 25'000 | 499'152 | 25'000 | 49'122 CHF | 2'777 CHF | 95.82% | 95.82% |
13.05.2024 | 15.93% | 0.10 CHF | 0.11 CHF | 500'000 | 25'000 | 494'335 | 25'000 | 47'883 CHF | 2'845 CHF | 91.37% | 91.37% |
10.05.2024 | 14.83% | 0.10 CHF | 0.12 CHF | 500'000 | 25'000 | 449'412 | 23'703 | 42'230 CHF | 2'577 CHF | 100.00% | 100.00% |
08.05.2024 | 15.59% | 0.08 CHF | 0.09 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 39'393 CHF | 2'303 CHF | 100.00% | 100.00% |
07.05.2024 | 16.58% | 0.08 CHF | 0.09 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 42'738 CHF | 2'526 CHF | 97.06% | 97.06% |
06.05.2024 | 18.75% | 0.08 CHF | 0.09 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 35'096 CHF | 2'122 CHF | 96.91% | 96.91% |
03.05.2024 | 17.34% | 0.06 CHF | 0.08 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 33'857 CHF | 2'011 CHF | 97.93% | 97.93% |
02.05.2024 | 22.04% | 0.07 CHF | 0.08 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 32'271 CHF | 4'017 CHF | 99.40% | 99.40% |