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 | 9.19% | 0.12 CHF | 0.13 CHF | 700'000 | 700'000 | 294'308 | 294'308 | 33'227 CHF | 36'226 CHF | 99.99% | 99.99% |
15.05.2024 | 12.44% | 0.10 CHF | 0.11 CHF | 710'000 | 710'000 | 320'905 | 320'905 | 26'741 CHF | 29'967 CHF | 100.00% | 100.00% |
14.05.2024 | 13.93% | 0.07 CHF | 0.08 CHF | 730'000 | 730'000 | 327'215 | 327'215 | 22'430 CHF | 25'715 CHF | 99.98% | 99.98% |
13.05.2024 | 12.24% | 0.07 CHF | 0.08 CHF | 740'000 | 740'000 | 327'610 | 327'610 | 24'996 CHF | 28'285 CHF | 100.00% | 100.00% |
10.05.2024 | 11.22% | 0.08 CHF | 0.09 CHF | 740'000 | 740'000 | 330'521 | 330'521 | 28'655 CHF | 31'974 CHF | 100.00% | 100.00% |
08.05.2024 | 10.27% | 0.09 CHF | 0.10 CHF | 740'000 | 740'000 | 318'751 | 318'751 | 30'810 CHF | 34'011 CHF | 99.06% | 99.06% |
07.05.2024 | 9.23% | 0.10 CHF | 0.11 CHF | 740'000 | 740'000 | 323'748 | 323'748 | 33'664 CHF | 36'916 CHF | 100.00% | 100.00% |
06.05.2024 | 9.93% | 0.12 CHF | 0.13 CHF | 730'000 | 730'000 | 327'062 | 327'062 | 33'946 CHF | 37'229 CHF | 100.00% | 100.00% |
03.05.2024 | 12.51% | 0.08 CHF | 0.09 CHF | 760'000 | 760'000 | 341'793 | 341'793 | 27'518 CHF | 30'949 CHF | 99.86% | 99.86% |
02.05.2024 | 14.83% | 0.07 CHF | 0.08 CHF | 780'000 | 780'000 | 350'729 | 350'729 | 22'693 CHF | 26'215 CHF | 99.98% | 99.98% |