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 | 16.78% | 0.05 CHF | 0.06 CHF | 360'000 | 360'000 | 359'336 | 359'336 | 19'763 CHF | 23'363 CHF | 100.00% | 100.00% |
14.05.2024 | 12.81% | 0.06 CHF | 0.07 CHF | 360'000 | 360'000 | 360'285 | 360'285 | 26'356 CHF | 29'959 CHF | 100.00% | 100.00% |
13.05.2024 | 12.60% | 0.08 CHF | 0.09 CHF | 360'000 | 360'000 | 360'000 | 360'000 | 26'785 CHF | 30'385 CHF | 100.00% | 100.00% |
10.05.2024 | 9.46% | 0.09 CHF | 0.10 CHF | 330'000 | 330'000 | 330'000 | 330'000 | 33'550 CHF | 36'850 CHF | 100.00% | 100.00% |
08.05.2024 | 8.45% | 0.12 CHF | 0.13 CHF | 380'000 | 380'000 | 380'000 | 380'000 | 43'180 CHF | 46'980 CHF | 99.09% | 99.09% |
07.05.2024 | 10.48% | 0.09 CHF | 0.10 CHF | 250'000 | 250'000 | 237'472 | 237'472 | 21'805 CHF | 24'184 CHF | 99.97% | 99.97% |
06.05.2024 | 4.08% | 0.23 CHF | 0.24 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 60'095 CHF | 62'595 CHF | 99.94% | 99.94% |
03.05.2024 | 3.66% | 0.26 CHF | 0.27 CHF | 240'000 | 240'000 | 240'092 | 240'092 | 64'407 CHF | 66'808 CHF | 99.63% | 99.63% |
02.05.2024 | 3.50% | 0.28 CHF | 0.30 CHF | 250'000 | 250'000 | 248'737 | 248'737 | 69'767 CHF | 72'254 CHF | 99.66% | 99.66% |
30.04.2024 | 3.68% | 0.28 CHF | 0.30 CHF | 260'000 | 260'000 | 252'094 | 252'094 | 67'229 CHF | 69'750 CHF | 99.56% | 99.56% |