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 | 9.17% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 488'763 | 488'764 | 50'901 CHF | 55'789 CHF | 100.00% | 100.00% |
16.05.2024 | 8.69% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 470'667 | 442'684 | 51'776 CHF | 53'783 CHF | 99.75% | 99.75% |
15.05.2024 | 9.84% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 522'416 | 442'190 | 50'449 CHF | 47'666 CHF | 100.00% | 100.00% |
14.05.2024 | 8.74% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 476'303 | 476'301 | 52'124 CHF | 56'887 CHF | 100.00% | 100.00% |
13.05.2024 | 8.88% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 480'719 | 480'718 | 51'765 CHF | 56'572 CHF | 100.00% | 100.00% |
10.05.2024 | 8.75% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 476'627 | 476'628 | 52'079 CHF | 56'845 CHF | 100.00% | 100.00% |
08.05.2024 | 8.42% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 455'873 | 455'871 | 51'809 CHF | 56'368 CHF | 100.00% | 100.00% |
07.05.2024 | 8.00% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 423'249 | 423'249 | 50'790 CHF | 55'022 CHF | 99.74% | 99.74% |
06.05.2024 | 7.80% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 415'202 | 415'204 | 51'196 CHF | 55'348 CHF | 99.52% | 99.52% |
03.05.2024 | 7.03% | 0.14 CHF | 0.15 CHF | 400'000 | 400'000 | 380'189 | 380'187 | 52'162 CHF | 55'964 CHF | 99.71% | 99.71% |