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 | 9.77% | 0.14 CHF | 0.15 CHF | 360'000 | 75'000 | 369'186 | 75'000 | 50'533 CHF | 11'332 CHF | 95.23% | 95.23% |
15.05.2024 | 10.42% | 0.14 CHF | 0.15 CHF | 360'000 | 75'000 | 379'253 | 74'530 | 50'593 CHF | 11'045 CHF | 98.33% | 98.33% |
14.05.2024 | 9.78% | 0.13 CHF | 0.14 CHF | 390'000 | 75'000 | 401'005 | 75'000 | 50'590 CHF | 10'444 CHF | 99.23% | 99.23% |
13.05.2024 | 9.37% | 0.12 CHF | 0.13 CHF | 420'000 | 75'000 | 381'007 | 75'000 | 50'499 CHF | 10'947 CHF | 100.00% | 100.00% |
10.05.2024 | 11.09% | 0.13 CHF | 0.14 CHF | 390'000 | 75'000 | 417'711 | 75'000 | 50'454 CHF | 10'136 CHF | 98.78% | 98.78% |
08.05.2024 | 12.11% | 0.11 CHF | 0.12 CHF | 460'000 | 75'000 | 482'325 | 75'000 | 50'252 CHF | 8'838 CHF | 100.00% | 100.00% |
07.05.2024 | 10.12% | 0.12 CHF | 0.13 CHF | 420'000 | 75'000 | 429'284 | 75'000 | 50'446 CHF | 9'762 CHF | 96.44% | 96.44% |
06.05.2024 | 12.85% | 0.11 CHF | 0.12 CHF | 460'000 | 75'000 | 487'085 | 75'000 | 50'194 CHF | 8'804 CHF | 100.00% | 100.00% |
03.05.2024 | 9.92% | 0.10 CHF | 0.11 CHF | 500'000 | 100'000 | 497'897 | 100'000 | 50'031 CHF | 11'103 CHF | 93.77% | 93.77% |
02.05.2024 | 10.71% | 0.09 CHF | 0.10 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 44'287 CHF | 9'857 CHF | 99.13% | 99.13% |