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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 11.83% | 0.08 CHF | 0.09 CHF | 300'000 | 300'000 | 300'606 | 300'606 | 23'924 CHF | 26'930 CHF | 100.00% | 100.00% |
16.05.2024 | 14.37% | 0.07 CHF | 0.08 CHF | 310'000 | 310'000 | 309'539 | 309'539 | 20'056 CHF | 23'156 CHF | 100.00% | 100.00% |
15.05.2024 | 15.33% | 0.06 CHF | 0.07 CHF | 310'000 | 310'000 | 315'381 | 315'381 | 19'068 CHF | 22'227 CHF | 99.99% | 99.99% |
14.05.2024 | 14.78% | 0.06 CHF | 0.07 CHF | 310'000 | 310'000 | 311'240 | 311'240 | 19'547 CHF | 22'661 CHF | 99.97% | 99.97% |
13.05.2024 | 15.84% | 0.06 CHF | 0.07 CHF | 320'000 | 320'000 | 318'193 | 318'193 | 18'506 CHF | 21'688 CHF | 100.00% | 100.00% |
10.05.2024 | 15.56% | 0.06 CHF | 0.07 CHF | 310'000 | 310'000 | 310'000 | 310'000 | 18'384 CHF | 21'484 CHF | 100.00% | 100.00% |
08.05.2024 | 16.09% | 0.06 CHF | 0.07 CHF | 310'000 | 310'000 | 310'000 | 310'000 | 17'724 CHF | 20'824 CHF | 99.24% | 99.24% |
07.05.2024 | 16.31% | 0.06 CHF | 0.07 CHF | 310'000 | 310'000 | 309'747 | 309'747 | 17'479 CHF | 20'579 CHF | 98.30% | 98.30% |
06.05.2024 | 15.36% | 0.06 CHF | 0.07 CHF | 310'000 | 310'000 | 310'000 | 310'000 | 18'653 CHF | 21'753 CHF | 100.00% | 100.00% |
03.05.2024 | 13.96% | 0.06 CHF | 0.07 CHF | 310'000 | 310'000 | 307'925 | 307'925 | 20'541 CHF | 23'620 CHF | 100.00% | 100.00% |