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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 8.52% | 0.09 CHF | 0.10 CHF | 300'000 | 300'000 | 287'599 | 287'599 | 36'879 CHF | 39'839 CHF | 100.00% | 100.00% |
14.05.2024 | 8.43% | 0.15 CHF | 0.16 CHF | 300'000 | 300'000 | 226'650 | 226'650 | 38'143 CHF | 41'141 CHF | 99.97% | 99.97% |
13.05.2024 | 5.83% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 299'445 | 299'445 | 50'132 CHF | 53'130 CHF | 100.00% | 100.00% |
10.05.2024 | 5.41% | 0.19 CHF | 0.20 CHF | 300'000 | 300'000 | 299'453 | 299'453 | 54'249 CHF | 57'247 CHF | 99.99% | 99.99% |
08.05.2024 | 4.27% | 0.22 CHF | 0.23 CHF | 300'000 | 300'000 | 297'089 | 297'089 | 69'673 CHF | 72'671 CHF | 93.33% | 93.33% |
07.05.2024 | 4.00% | 0.22 CHF | 0.23 CHF | 300'000 | 300'000 | 299'132 | 299'132 | 73'845 CHF | 76'843 CHF | 99.46% | 99.46% |
06.05.2024 | 3.23% | 0.28 CHF | 0.30 CHF | 300'000 | 300'000 | 299'447 | 299'447 | 91'885 CHF | 94'883 CHF | 100.00% | 100.00% |
03.05.2024 | 3.20% | 0.39 CHF | 0.40 CHF | 300'000 | 300'000 | 263'562 | 263'562 | 116'495 CHF | 119'374 CHF | 99.96% | 99.96% |
02.05.2024 | 1.65% | 0.60 CHF | 0.61 CHF | 300'000 | 300'000 | 299'433 | 299'433 | 181'002 CHF | 184'000 CHF | 99.68% | 99.68% |
30.04.2024 | 2.09% | 0.53 CHF | 0.54 CHF | 300'000 | 300'000 | 299'450 | 299'450 | 142'285 CHF | 145'283 CHF | 99.99% | 99.99% |