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 | 6.49% | 0.22 CHF | 0.23 CHF | 210'000 | 210'000 | 101'881 | 101'881 | 20'098 CHF | 21'312 CHF | 100.00% | 100.00% |
15.05.2024 | 7.80% | 0.16 CHF | 0.17 CHF | 210'000 | 210'000 | 102'237 | 102'237 | 16'033 CHF | 17'254 CHF | 100.00% | 100.00% |
14.05.2024 | 9.09% | 0.14 CHF | 0.14 CHF | 220'000 | 220'000 | 103'030 | 103'030 | 13'922 CHF | 15'148 CHF | 99.99% | 99.99% |
13.05.2024 | 13.51% | 0.16 CHF | 0.17 CHF | 210'000 | 210'000 | 103'702 | 103'702 | 11'344 CHF | 12'576 CHF | 100.00% | 100.00% |
10.05.2024 | 11.80% | 0.10 CHF | 0.11 CHF | 220'000 | 220'000 | 107'316 | 107'316 | 10'933 CHF | 12'212 CHF | 100.00% | 100.00% |
08.05.2024 | 11.31% | 0.07 CHF | 0.08 CHF | 220'000 | 220'000 | 104'000 | 104'000 | 10'446 CHF | 11'687 CHF | 98.73% | 98.73% |
07.05.2024 | 7.53% | 0.17 CHF | 0.18 CHF | 210'000 | 210'000 | 102'978 | 102'978 | 17'273 CHF | 18'502 CHF | 99.67% | 99.67% |
06.05.2024 | 7.80% | 0.15 CHF | 0.16 CHF | 210'000 | 210'000 | 102'967 | 102'967 | 16'418 CHF | 17'646 CHF | 100.00% | 100.00% |
03.05.2024 | 9.03% | 0.14 CHF | 0.15 CHF | 220'000 | 220'000 | 97'210 | 97'210 | 13'475 CHF | 14'650 CHF | 99.97% | 99.97% |
02.05.2024 | 9.20% | 0.12 CHF | 0.13 CHF | 220'000 | 220'000 | 103'020 | 103'020 | 12'997 CHF | 14'216 CHF | 99.99% | 99.99% |