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 | 12.36% | 0.08 CHF | 0.09 CHF | 500'000 | 500'000 | 499'114 | 499'114 | 38'201 CHF | 43'201 CHF | 99.89% | 99.89% |
14.05.2024 | 11.25% | 0.08 CHF | 0.09 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 42'007 CHF | 47'007 CHF | 99.98% | 99.98% |
13.05.2024 | 10.32% | 0.09 CHF | 0.10 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 45'989 CHF | 50'989 CHF | 100.00% | 100.00% |
10.05.2024 | 8.78% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 54'535 CHF | 59'535 CHF | 100.00% | 100.00% |
08.05.2024 | 11.02% | 0.09 CHF | 0.10 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 42'931 CHF | 47'931 CHF | 99.63% | 99.63% |
07.05.2024 | 9.33% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 51'217 CHF | 56'217 CHF | 100.00% | 100.00% |
06.05.2024 | 8.74% | 0.11 CHF | 0.12 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 54'703 CHF | 59'703 CHF | 100.00% | 100.00% |
03.05.2024 | 8.91% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 53'721 CHF | 58'721 CHF | 99.98% | 99.98% |
02.05.2024 | 7.50% | 0.12 CHF | 0.13 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 64'192 CHF | 69'192 CHF | 100.00% | 100.00% |
30.04.2024 | 4.75% | 0.18 CHF | 0.19 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 103'573 CHF | 108'573 CHF | 100.00% | 100.00% |