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 | 7.23% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 391'605 | 391'605 | 52'236 CHF | 56'152 CHF | 99.25% | 99.25% |
15.05.2024 | 7.72% | 0.14 CHF | 0.15 CHF | 400'000 | 400'000 | 414'003 | 414'003 | 51'602 CHF | 55'742 CHF | 99.38% | 99.38% |
14.05.2024 | 7.63% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 410'117 | 410'117 | 51'737 CHF | 55'838 CHF | 99.17% | 99.17% |
13.05.2024 | 8.10% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 434'395 | 434'395 | 51'422 CHF | 55'766 CHF | 98.82% | 98.82% |
10.05.2024 | 7.01% | 0.12 CHF | 0.13 CHF | 400'000 | 400'000 | 383'046 | 383'046 | 52'736 CHF | 56'567 CHF | 34.67% | 34.67% |
08.05.2024 | 10.24% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 557'383 | 342'069 | 51'650 CHF | 36'438 CHF | 99.39% | 99.39% |
07.05.2024 | 12.64% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 679'488 | 353'160 | 50'340 CHF | 29'699 CHF | 99.25% | 99.25% |
06.05.2024 | 12.32% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 660'840 | 343'774 | 50'324 CHF | 29'616 CHF | 99.21% | 99.21% |
03.05.2024 | 12.92% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 697'511 | 362'133 | 50'491 CHF | 29'837 CHF | 99.38% | 99.38% |
02.05.2024 | 15.16% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 820'641 | 415'778 | 49'985 CHF | 29'497 CHF | 99.39% | 99.39% |