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 | 10.29% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 557'961 | 352'293 | 51'442 CHF | 36'580 CHF | 99.75% | 99.75% |
15.05.2024 | 8.25% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 441'119 | 441'117 | 51'297 CHF | 55'708 CHF | 100.00% | 100.00% |
14.05.2024 | 8.63% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 466'976 | 466'975 | 51'755 CHF | 56'425 CHF | 100.00% | 100.00% |
13.05.2024 | 9.54% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 515'954 | 417'283 | 51'418 CHF | 47'675 CHF | 100.00% | 100.00% |
10.05.2024 | 15.07% | 0.07 CHF | 0.08 CHF | 850'000 | 425'000 | 814'612 | 415'217 | 50'061 CHF | 29'664 CHF | 100.00% | 100.00% |
08.05.2024 | 15.65% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 862'513 | 435'167 | 50'827 CHF | 29'989 CHF | 100.00% | 100.00% |
07.05.2024 | 12.88% | 0.07 CHF | 0.08 CHF | 850'000 | 425'000 | 695'886 | 359'277 | 50'495 CHF | 29'681 CHF | 98.59% | 98.59% |
06.05.2024 | 11.48% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 616'048 | 318'535 | 50'614 CHF | 29'356 CHF | 99.51% | 99.51% |
03.05.2024 | 11.51% | 0.08 CHF | 0.09 CHF | 600'000 | 300'000 | 614'317 | 319'538 | 50'339 CHF | 29'435 CHF | 99.50% | 99.50% |
02.05.2024 | 9.69% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 505'215 | 468'876 | 49'649 CHF | 51'041 CHF | 100.00% | 100.00% |