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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 13.16% | 0.07 CHF | 0.09 CHF | 318'183 | 50'000 | 295'060 | 50'000 | 24'577 CHF | 4'754 CHF | 100.00% | 100.00% |
16.05.2024 | 10.32% | 0.10 CHF | 0.11 CHF | 248'934 | 50'000 | 242'717 | 50'000 | 25'953 CHF | 5'933 CHF | 99.30% | 99.30% |
15.05.2024 | 11.12% | 0.10 CHF | 0.12 CHF | 251'754 | 50'000 | 261'727 | 49'490 | 25'160 CHF | 5'322 CHF | 98.93% | 98.93% |
14.05.2024 | 12.06% | 0.08 CHF | 0.10 CHF | 289'482 | 50'000 | 313'259 | 49'363 | 25'288 CHF | 4'499 CHF | 99.97% | 99.97% |
13.05.2024 | 13.47% | 0.07 CHF | 0.08 CHF | 323'600 | 50'000 | 321'194 | 50'000 | 24'429 CHF | 4'352 CHF | 100.00% | 100.00% |
10.05.2024 | 14.64% | 0.07 CHF | 0.09 CHF | 329'637 | 50'000 | 352'250 | 50'000 | 24'767 CHF | 4'079 CHF | 100.00% | 100.00% |
08.05.2024 | 11.84% | 0.07 CHF | 0.08 CHF | 330'254 | 50'000 | 305'356 | 50'000 | 25'138 CHF | 4'639 CHF | 100.00% | 100.00% |
07.05.2024 | 14.58% | 0.08 CHF | 0.09 CHF | 326'519 | 50'000 | 357'614 | 50'000 | 25'414 CHF | 4'118 CHF | 98.04% | 98.04% |
06.05.2024 | 13.13% | 0.07 CHF | 0.08 CHF | 372'820 | 50'000 | 316'643 | 50'000 | 24'781 CHF | 4'476 CHF | 100.00% | 100.00% |
03.05.2024 | 12.07% | 0.08 CHF | 0.10 CHF | 312'920 | 50'000 | 307'940 | 50'000 | 26'578 CHF | 4'876 CHF | 98.64% | 98.64% |