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 | 9.51% | 0.10 CHF | 0.11 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 90'179 CHF | 33'060 CHF | 99.27% | 99.27% |
15.05.2024 | 8.83% | 0.10 CHF | 0.11 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 97'666 CHF | 35'555 CHF | 99.12% | 99.12% |
14.05.2024 | 9.09% | 0.11 CHF | 0.12 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 94'762 CHF | 34'587 CHF | 99.27% | 99.27% |
13.05.2024 | 9.20% | 0.12 CHF | 0.13 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 94'343 CHF | 34'448 CHF | 98.75% | 98.75% |
10.05.2024 | 11.38% | 0.09 CHF | 0.10 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 74'820 CHF | 27'940 CHF | 99.27% | 99.27% |
08.05.2024 | 11.96% | 0.08 CHF | 0.09 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 70'891 CHF | 26'630 CHF | 99.27% | 99.27% |
07.05.2024 | 10.20% | 0.09 CHF | 0.10 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 84'112 CHF | 31'037 CHF | 98.03% | 98.03% |
06.05.2024 | 9.67% | 0.11 CHF | 0.12 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 88'998 CHF | 32'666 CHF | 99.27% | 99.27% |
03.05.2024 | 9.64% | 0.10 CHF | 0.11 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 88'920 CHF | 32'640 CHF | 99.11% | 99.11% |
02.05.2024 | 8.89% | 0.11 CHF | 0.12 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 96'849 CHF | 35'283 CHF | 99.24% | 99.24% |