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 | 9.53% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 507'866 | 461'334 | 50'775 CHF | 51'114 CHF | 99.75% | 99.75% |
15.05.2024 | 9.05% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 485'747 | 485'751 | 51'328 CHF | 56'186 CHF | 100.00% | 100.00% |
14.05.2024 | 9.42% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 496'616 | 496'616 | 50'293 CHF | 55'259 CHF | 100.00% | 100.00% |
13.05.2024 | 9.35% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 494'446 | 494'446 | 50'477 CHF | 55'422 CHF | 100.00% | 100.00% |
10.05.2024 | 9.57% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 502'542 | 473'850 | 49'989 CHF | 52'075 CHF | 100.00% | 100.00% |
08.05.2024 | 12.59% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 678'921 | 351'961 | 50'510 CHF | 29'706 CHF | 100.00% | 100.00% |
07.05.2024 | 11.92% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 639'000 | 329'744 | 50'448 CHF | 29'320 CHF | 99.74% | 99.74% |
06.05.2024 | 13.27% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 718'016 | 372'449 | 50'528 CHF | 29'934 CHF | 99.52% | 99.52% |
03.05.2024 | 13.39% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 729'054 | 377'026 | 50'815 CHF | 30'050 CHF | 99.60% | 99.60% |
02.05.2024 | 13.49% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 731'462 | 379'427 | 50'611 CHF | 30'043 CHF | 100.00% | 100.00% |