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 | 10.71% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 582'799 | 300'000 | 51'522 CHF | 29'532 CHF | 99.76% | 99.76% |
15.05.2024 | 10.47% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 567'215 | 318'520 | 51'356 CHF | 32'221 CHF | 99.32% | 99.32% |
14.05.2024 | 10.52% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 567'788 | 329'029 | 51'127 CHF | 33'249 CHF | 99.25% | 99.25% |
13.05.2024 | 10.75% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 584'602 | 301'236 | 51'454 CHF | 29'537 CHF | 100.00% | 100.00% |
10.05.2024 | 11.30% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 606'658 | 307'242 | 50'661 CHF | 28'716 CHF | 99.85% | 99.85% |
08.05.2024 | 12.21% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 655'929 | 339'944 | 50'433 CHF | 29'536 CHF | 100.00% | 100.00% |
07.05.2024 | 14.63% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 800'074 | 407'421 | 50'677 CHF | 29'899 CHF | 99.76% | 99.76% |
06.05.2024 | 15.42% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 846'237 | 426'020 | 50'626 CHF | 29'746 CHF | 99.52% | 99.52% |
03.05.2024 | 13.63% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 739'439 | 382'215 | 50'556 CHF | 29'956 CHF | 99.58% | 99.58% |
02.05.2024 | 13.42% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 727'786 | 376'840 | 50'586 CHF | 29'961 CHF | 100.00% | 100.00% |