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 | 15.25% | 0.06 CHF | 0.07 CHF | 300'000 | 300'000 | 299'562 | 299'562 | 18'202 CHF | 21'202 CHF | 100.00% | 100.00% |
15.05.2024 | 14.09% | 0.06 CHF | 0.07 CHF | 300'000 | 300'000 | 299'445 | 299'445 | 19'838 CHF | 22'838 CHF | 99.44% | 99.44% |
14.05.2024 | 13.28% | 0.07 CHF | 0.08 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 21'111 CHF | 24'111 CHF | 99.89% | 99.89% |
13.05.2024 | 12.95% | 0.08 CHF | 0.09 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 21'679 CHF | 24'679 CHF | 99.45% | 99.45% |
10.05.2024 | 13.66% | 0.07 CHF | 0.08 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 20'468 CHF | 23'468 CHF | 100.00% | 100.00% |
08.05.2024 | 11.07% | 0.08 CHF | 0.09 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 25'636 CHF | 28'636 CHF | 99.29% | 99.29% |
07.05.2024 | 10.56% | 0.09 CHF | 0.10 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 26'916 CHF | 29'916 CHF | 100.00% | 100.00% |
06.05.2024 | 10.78% | 0.09 CHF | 0.10 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 26'346 CHF | 29'346 CHF | 100.00% | 100.00% |
03.05.2024 | 8.94% | 0.11 CHF | 0.12 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 32'090 CHF | 35'090 CHF | 98.17% | 98.17% |
02.05.2024 | 8.83% | 0.11 CHF | 0.12 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 32'506 CHF | 35'506 CHF | 100.00% | 100.00% |