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 | 7.87% | 0.12 CHF | 0.13 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 36'652 CHF | 13'217 CHF | 87.32% | 87.32% |
15.05.2024 | 8.65% | 0.12 CHF | 0.13 CHF | 300'000 | 100'000 | 299'256 | 99'752 | 33'597 CHF | 12'208 CHF | 97.11% | 97.11% |
14.05.2024 | 8.10% | 0.11 CHF | 0.12 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 35'585 CHF | 12'862 CHF | 98.56% | 98.56% |
13.05.2024 | 7.97% | 0.12 CHF | 0.13 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 36'147 CHF | 13'049 CHF | 96.50% | 96.50% |
10.05.2024 | 8.19% | 0.12 CHF | 0.13 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 35'209 CHF | 12'736 CHF | 98.02% | 98.02% |
08.05.2024 | 9.99% | 0.10 CHF | 0.11 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 28'620 CHF | 10'540 CHF | 99.74% | 99.74% |
07.05.2024 | 11.75% | 0.08 CHF | 0.09 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 24'036 CHF | 9'012 CHF | 90.72% | 90.72% |
06.05.2024 | 10.75% | 0.08 CHF | 0.09 CHF | 300'000 | 100'000 | 299'787 | 99'947 | 26'456 CHF | 9'820 CHF | 97.92% | 97.92% |
03.05.2024 | 10.81% | 0.08 CHF | 0.09 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 26'324 CHF | 9'775 CHF | 97.84% | 97.84% |
02.05.2024 | 11.53% | 0.08 CHF | 0.09 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 24'557 CHF | 9'186 CHF | 99.41% | 99.41% |