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 | 12.32% | 0.10 CHF | 0.12 CHF | 150'000 | 50'000 | 148'343 | 49'448 | 13'004 CHF | 4'902 CHF | 90.37% | 90.37% |
14.05.2024 | 14.48% | 0.07 CHF | 0.08 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 11'557 CHF | 4'449 CHF | 98.80% | 98.80% |
13.05.2024 | 12.53% | 0.08 CHF | 0.09 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 12'011 CHF | 4'539 CHF | 94.00% | 94.00% |
10.05.2024 | 13.18% | 0.09 CHF | 0.10 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 12'821 CHF | 4'874 CHF | 91.46% | 91.46% |
08.05.2024 | 12.54% | 0.08 CHF | 0.09 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 11'923 CHF | 4'505 CHF | 86.23% | 86.23% |
07.05.2024 | 16.47% | 0.07 CHF | 0.09 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 10'841 CHF | 4'264 CHF | 96.43% | 96.43% |
06.05.2024 | 15.84% | 0.07 CHF | 0.08 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 10'798 CHF | 4'220 CHF | 99.79% | 99.79% |
03.05.2024 | 16.05% | 0.07 CHF | 0.09 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 9'578 CHF | 3'749 CHF | 97.56% | 97.56% |
02.05.2024 | 14.78% | 0.06 CHF | 0.07 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 10'406 CHF | 4'018 CHF | 92.20% | 92.20% |
30.04.2024 | 11.92% | 0.09 CHF | 0.10 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 14'247 CHF | 5'349 CHF | 99.45% | 99.45% |