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 | 8.75% | 0.10 CHF | 0.11 CHF | 900'000 | 300'000 | 757'148 | 252'383 | 82'851 CHF | 30'141 CHF | 99.12% | 99.12% |
15.05.2024 | 11.62% | 0.08 CHF | 0.09 CHF | 900'000 | 300'000 | 903'858 | 303'858 | 73'356 CHF | 27'691 CHF | 99.71% | 99.71% |
14.05.2024 | 11.81% | 0.09 CHF | 0.10 CHF | 900'000 | 300'000 | 980'583 | 380'583 | 78'332 CHF | 34'119 CHF | 93.46% | 93.46% |
13.05.2024 | 8.76% | 0.09 CHF | 0.10 CHF | 900'000 | 300'000 | 783'361 | 261'308 | 86'139 CHF | 31'340 CHF | 98.33% | 98.33% |
10.05.2024 | 5.62% | 0.13 CHF | 0.14 CHF | 750'000 | 250'000 | 622'652 | 207'551 | 107'770 CHF | 37'999 CHF | 96.44% | 96.44% |
08.05.2024 | 4.71% | 0.22 CHF | 0.23 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 124'586 CHF | 43'529 CHF | 99.50% | 99.50% |
07.05.2024 | 4.95% | 0.21 CHF | 0.22 CHF | 600'000 | 200'000 | 616'755 | 205'585 | 121'464 CHF | 42'544 CHF | 98.48% | 98.48% |
06.05.2024 | 6.23% | 0.18 CHF | 0.19 CHF | 750'000 | 250'000 | 749'554 | 249'851 | 117'218 CHF | 41'571 CHF | 98.54% | 98.54% |
03.05.2024 | 6.76% | 0.14 CHF | 0.15 CHF | 750'000 | 250'000 | 769'714 | 256'571 | 110'198 CHF | 39'299 CHF | 99.38% | 99.38% |
02.05.2024 | 7.92% | 0.13 CHF | 0.14 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 109'202 CHF | 39'401 CHF | 99.51% | 99.51% |