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 | 9.45% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 498'025 | 498'026 | 50'248 CHF | 55'229 CHF | 99.76% | 99.76% |
15.05.2024 | 8.14% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 436'335 | 436'333 | 51'450 CHF | 55'813 CHF | 100.00% | 100.00% |
14.05.2024 | 8.21% | 0.13 CHF | 0.14 CHF | 425'000 | 425'000 | 441'439 | 441'438 | 51'531 CHF | 55'946 CHF | 100.00% | 100.00% |
13.05.2024 | 8.42% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 453'539 | 433'650 | 51'594 CHF | 54'072 CHF | 100.00% | 100.00% |
10.05.2024 | 11.37% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 602'227 | 308'129 | 50'013 CHF | 28'649 CHF | 100.00% | 100.00% |
08.05.2024 | 11.68% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 621'432 | 321'432 | 50'087 CHF | 29'116 CHF | 100.00% | 100.00% |
07.05.2024 | 10.17% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 544'871 | 388'652 | 50'855 CHF | 40'782 CHF | 98.61% | 98.61% |
06.05.2024 | 9.95% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 529'260 | 414'629 | 50'491 CHF | 44'275 CHF | 99.51% | 99.51% |
03.05.2024 | 10.35% | 0.09 CHF | 0.10 CHF | 500'000 | 500'000 | 556'847 | 350'499 | 50'985 CHF | 35'906 CHF | 99.70% | 99.70% |
02.05.2024 | 9.42% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 491'059 | 478'645 | 49'759 CHF | 53'387 CHF | 100.00% | 100.00% |