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 | 13.28% | 0.08 CHF | 0.09 CHF | 600'000 | 600'000 | 599'144 | 599'144 | 42'537 CHF | 48'537 CHF | 100.00% | 100.00% |
15.05.2024 | 11.26% | 0.08 CHF | 0.09 CHF | 540'000 | 540'000 | 539'030 | 539'030 | 45'498 CHF | 50'898 CHF | 99.83% | 99.83% |
14.05.2024 | 9.60% | 0.09 CHF | 0.10 CHF | 510'000 | 510'000 | 510'000 | 510'000 | 50'646 CHF | 55'746 CHF | 99.86% | 99.86% |
13.05.2024 | 10.13% | 0.10 CHF | 0.11 CHF | 550'000 | 550'000 | 550'000 | 550'000 | 51'628 CHF | 57'128 CHF | 100.00% | 100.00% |
10.05.2024 | 10.08% | 0.10 CHF | 0.11 CHF | 560'000 | 560'000 | 560'000 | 560'000 | 52'806 CHF | 58'406 CHF | 100.00% | 100.00% |
08.05.2024 | 8.92% | 0.11 CHF | 0.12 CHF | 510'000 | 510'000 | 510'000 | 510'000 | 54'636 CHF | 59'736 CHF | 99.29% | 99.29% |
07.05.2024 | 9.66% | 0.10 CHF | 0.11 CHF | 560'000 | 560'000 | 559'405 | 559'405 | 55'328 CHF | 60'928 CHF | 100.00% | 100.00% |
06.05.2024 | 10.56% | 0.09 CHF | 0.10 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 53'877 CHF | 59'877 CHF | 100.00% | 100.00% |
03.05.2024 | 9.30% | 0.09 CHF | 0.10 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 51'700 CHF | 56'700 CHF | 98.77% | 98.77% |
02.05.2024 | 7.15% | 0.14 CHF | 0.15 CHF | 430'000 | 430'000 | 430'000 | 430'000 | 58'007 CHF | 62'307 CHF | 100.00% | 100.00% |