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 | 11.47% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 613'695 | 313'695 | 50'470 CHF | 28'922 CHF | 99.90% | 99.90% |
15.05.2024 | 11.73% | 0.09 CHF | 0.10 CHF | 625'000 | 325'000 | 624'176 | 323'552 | 50'093 CHF | 29'198 CHF | 100.00% | 100.00% |
14.05.2024 | 11.86% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 629'695 | 327'347 | 49'933 CHF | 29'232 CHF | 99.76% | 99.76% |
13.05.2024 | 11.46% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 612'981 | 313'219 | 50'436 CHF | 28'890 CHF | 100.00% | 100.00% |
10.05.2024 | 10.79% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 585'418 | 300'000 | 51'343 CHF | 29'323 CHF | 100.00% | 100.00% |
08.05.2024 | 9.94% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 530'715 | 410'502 | 50'706 CHF | 43'882 CHF | 96.88% | 96.88% |
07.05.2024 | 9.05% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 485'689 | 485'688 | 51'310 CHF | 56'167 CHF | 99.83% | 99.83% |
06.05.2024 | 8.70% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 474'515 | 474'515 | 52'197 CHF | 56'942 CHF | 99.76% | 99.76% |
03.05.2024 | 7.47% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 402'489 | 402'489 | 51'913 CHF | 55'938 CHF | 100.00% | 100.00% |
02.05.2024 | 8.30% | 0.13 CHF | 0.14 CHF | 425'000 | 425'000 | 449'915 | 449'915 | 51'923 CHF | 56'422 CHF | 100.00% | 100.00% |