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 | 7.67% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 411'197 | 411'193 | 51'582 CHF | 55'693 CHF | 99.83% | 99.83% |
15.05.2024 | 8.69% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 465'581 | 465'580 | 51'286 CHF | 55'942 CHF | 100.00% | 100.00% |
14.05.2024 | 10.77% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 582'485 | 317'501 | 51'163 CHF | 31'314 CHF | 99.79% | 99.79% |
13.05.2024 | 10.40% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 565'415 | 325'560 | 51'520 CHF | 33'190 CHF | 100.00% | 100.00% |
10.05.2024 | 9.42% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 492'515 | 492'513 | 49'865 CHF | 54'790 CHF | 100.00% | 100.00% |
08.05.2024 | 10.22% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 553'229 | 358'084 | 51'378 CHF | 37'253 CHF | 100.00% | 100.00% |
07.05.2024 | 10.63% | 0.10 CHF | 0.11 CHF | 575'000 | 300'000 | 579'886 | 300'360 | 51'659 CHF | 29'769 CHF | 99.83% | 99.83% |
06.05.2024 | 12.12% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 648'633 | 336'816 | 50'265 CHF | 29'470 CHF | 99.77% | 99.77% |
03.05.2024 | 12.96% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 701'281 | 363'013 | 50'597 CHF | 29'823 CHF | 99.71% | 99.71% |
02.05.2024 | 14.02% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 754'238 | 390'877 | 50'043 CHF | 29'851 CHF | 100.00% | 100.00% |