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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 8.75% | 0.11 CHF | 0.12 CHF | 500'000 | 250'000 | 500'000 | 250'000 | 54'656 CHF | 29'828 CHF | 99.15% | 99.15% |
16.05.2024 | 8.69% | 0.11 CHF | 0.12 CHF | 500'000 | 250'000 | 500'000 | 250'000 | 55'052 CHF | 30'026 CHF | 99.36% | 99.36% |
15.05.2024 | 8.90% | 0.11 CHF | 0.12 CHF | 500'000 | 250'000 | 500'000 | 250'000 | 53'727 CHF | 29'363 CHF | 99.15% | 99.15% |
14.05.2024 | 10.19% | 0.10 CHF | 0.11 CHF | 500'000 | 250'000 | 500'000 | 250'000 | 46'624 CHF | 25'812 CHF | 99.35% | 99.35% |
13.05.2024 | 11.59% | 0.08 CHF | 0.09 CHF | 500'000 | 250'000 | 499'832 | 250'000 | 40'653 CHF | 22'833 CHF | 98.85% | 98.85% |
10.05.2024 | 10.94% | 0.09 CHF | 0.10 CHF | 500'000 | 250'000 | 499'732 | 250'000 | 43'209 CHF | 24'116 CHF | 99.38% | 99.38% |
08.05.2024 | 12.31% | 0.08 CHF | 0.09 CHF | 500'000 | 250'000 | 500'000 | 250'000 | 38'142 CHF | 21'571 CHF | 99.36% | 99.36% |
07.05.2024 | 11.75% | 0.08 CHF | 0.09 CHF | 500'000 | 250'000 | 500'000 | 250'000 | 40'047 CHF | 22'524 CHF | 99.37% | 99.37% |
06.05.2024 | 12.34% | 0.08 CHF | 0.09 CHF | 500'000 | 250'000 | 500'000 | 250'000 | 38'037 CHF | 21'518 CHF | 99.36% | 99.36% |
03.05.2024 | 12.74% | 0.08 CHF | 0.09 CHF | 500'000 | 250'000 | 499'449 | 250'000 | 36'770 CHF | 20'907 CHF | 99.14% | 99.14% |