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 | 12.76% | 0.08 CHF | 0.09 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 36'829 CHF | 8'366 CHF | 94.94% | 94.94% |
15.05.2024 | 13.42% | 0.07 CHF | 0.08 CHF | 500'000 | 100'000 | 500'000 | 99'238 | 34'815 CHF | 7'903 CHF | 98.42% | 98.42% |
14.05.2024 | 12.68% | 0.07 CHF | 0.08 CHF | 500'000 | 100'000 | 489'127 | 98'792 | 36'284 CHF | 8'322 CHF | 99.71% | 99.71% |
13.05.2024 | 15.31% | 0.06 CHF | 0.07 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 30'247 CHF | 7'049 CHF | 85.38% | 85.38% |
10.05.2024 | 13.33% | 0.07 CHF | 0.08 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 35'000 CHF | 8'000 CHF | 99.37% | 99.37% |
08.05.2024 | 13.35% | 0.07 CHF | 0.08 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 34'952 CHF | 7'990 CHF | 99.85% | 99.85% |
07.05.2024 | 14.23% | 0.07 CHF | 0.08 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 32'817 CHF | 7'563 CHF | 98.53% | 98.53% |
06.05.2024 | 13.33% | 0.07 CHF | 0.08 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 35'000 CHF | 8'000 CHF | 100.00% | 100.00% |
03.05.2024 | 12.10% | 0.07 CHF | 0.08 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 38'920 CHF | 8'784 CHF | 83.32% | 83.32% |
02.05.2024 | 15.08% | 0.06 CHF | 0.07 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 30'738 CHF | 7'148 CHF | 99.11% | 99.11% |