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 | 12.85% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 696'137 | 360'568 | 50'693 CHF | 29'863 CHF | 99.90% | 99.90% |
15.05.2024 | 13.19% | 0.08 CHF | 0.09 CHF | 725'000 | 375'000 | 717'722 | 371'360 | 50'838 CHF | 30'018 CHF | 100.00% | 100.00% |
14.05.2024 | 13.33% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 725'000 | 375'000 | 50'750 CHF | 30'000 CHF | 99.76% | 99.76% |
13.05.2024 | 12.86% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 696'283 | 360'641 | 50'655 CHF | 29'844 CHF | 100.00% | 100.00% |
10.05.2024 | 12.14% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 648'581 | 336'641 | 50'174 CHF | 29'409 CHF | 100.00% | 100.00% |
08.05.2024 | 11.13% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 597'351 | 300'127 | 50'668 CHF | 28'458 CHF | 96.88% | 96.88% |
07.05.2024 | 10.40% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 564'844 | 327'082 | 51'462 CHF | 33'318 CHF | 99.83% | 99.83% |
06.05.2024 | 9.52% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 499'757 | 499'757 | 49'976 CHF | 54'973 CHF | 99.76% | 99.76% |
03.05.2024 | 8.25% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 444'067 | 444'068 | 51'611 CHF | 56'052 CHF | 100.00% | 100.00% |
02.05.2024 | 9.20% | 0.12 CHF | 0.13 CHF | 475'000 | 475'000 | 491'699 | 489'050 | 51'036 CHF | 55'662 CHF | 100.00% | 100.00% |