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 | 9.50% | 0.16 CHF | 0.17 CHF | 225'000 | 225'000 | 72'192 | 72'192 | 10'893 CHF | 11'734 CHF | 100.00% | 100.00% |
15.05.2024 | 8.70% | 0.13 CHF | 0.14 CHF | 230'000 | 230'000 | 72'794 | 72'794 | 10'545 CHF | 11'390 CHF | 99.90% | 99.90% |
14.05.2024 | 7.24% | 0.17 CHF | 0.18 CHF | 225'000 | 225'000 | 71'070 | 71'070 | 12'717 CHF | 13'540 CHF | 99.90% | 99.90% |
13.05.2024 | 8.62% | 0.18 CHF | 0.19 CHF | 225'000 | 225'000 | 72'201 | 72'201 | 11'892 CHF | 12'730 CHF | 100.00% | 100.00% |
10.05.2024 | 7.80% | 0.14 CHF | 0.16 CHF | 225'000 | 225'000 | 72'587 | 72'587 | 11'436 CHF | 12'278 CHF | 99.99% | 99.99% |
08.05.2024 | - | 0.38 CHF | - CHF | 210'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.99% |
07.05.2024 | - | 0.43 CHF | - CHF | 205'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.56% |
06.05.2024 | - | 0.43 CHF | - CHF | 205'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
03.05.2024 | - | 0.42 CHF | - CHF | 205'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.84% |
02.05.2024 | - | 0.31 CHF | - CHF | 210'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |