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 | 12.22% | 0.08 CHF | 0.09 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 38'466 CHF | 43'466 CHF | 100.00% | 100.00% |
16.05.2024 | 12.50% | 0.08 CHF | 0.09 CHF | 500'000 | 500'000 | 499'376 | 499'376 | 37'561 CHF | 42'561 CHF | 100.00% | 100.00% |
15.05.2024 | 10.93% | 0.08 CHF | 0.09 CHF | 500'000 | 500'000 | 499'089 | 499'089 | 43'397 CHF | 48'397 CHF | 99.31% | 99.31% |
14.05.2024 | 9.59% | 0.09 CHF | 0.10 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 49'696 CHF | 54'696 CHF | 99.81% | 99.81% |
13.05.2024 | 9.59% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 49'646 CHF | 54'646 CHF | 99.23% | 99.23% |
10.05.2024 | 9.62% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 49'513 CHF | 54'513 CHF | 100.00% | 100.00% |
08.05.2024 | 8.12% | 0.12 CHF | 0.13 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 59'064 CHF | 64'064 CHF | 96.90% | 96.90% |
07.05.2024 | 6.74% | 0.12 CHF | 0.13 CHF | 500'000 | 500'000 | 499'684 | 499'684 | 72'009 CHF | 77'009 CHF | 99.46% | 99.46% |
06.05.2024 | 5.36% | 0.18 CHF | 0.19 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 90'804 CHF | 95'804 CHF | 100.00% | 100.00% |
03.05.2024 | 4.64% | 0.21 CHF | 0.22 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 105'493 CHF | 110'493 CHF | 99.91% | 99.91% |