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 | 11.70% | 0.09 CHF | 0.10 CHF | 130'000 | 130'000 | 128'892 | 128'892 | 10'511 CHF | 11'802 CHF | 100.00% | 100.00% |
15.05.2024 | 12.11% | 0.06 CHF | 0.07 CHF | 120'000 | 120'000 | 128'407 | 128'407 | 10'087 CHF | 11'374 CHF | 100.00% | 100.00% |
14.05.2024 | 9.28% | 0.09 CHF | 0.10 CHF | 130'000 | 130'000 | 129'926 | 129'926 | 13'446 CHF | 14'746 CHF | 99.80% | 99.80% |
13.05.2024 | 8.60% | 0.10 CHF | 0.11 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 14'510 CHF | 15'810 CHF | 100.00% | 100.00% |
10.05.2024 | 7.47% | 0.13 CHF | 0.14 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 16'764 CHF | 18'064 CHF | 100.00% | 100.00% |
08.05.2024 | 5.40% | 0.18 CHF | 0.19 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 23'475 CHF | 24'775 CHF | 99.24% | 99.24% |
07.05.2024 | 3.75% | 0.23 CHF | 0.24 CHF | 120'000 | 120'000 | 119'869 | 119'869 | 31'652 CHF | 32'852 CHF | 99.06% | 99.06% |
06.05.2024 | 3.38% | 0.28 CHF | 0.28 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 32'015 CHF | 33'115 CHF | 99.87% | 99.87% |
03.05.2024 | 2.91% | 0.33 CHF | 0.34 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 37'384 CHF | 38'484 CHF | 98.42% | 98.42% |
02.05.2024 | 2.84% | 0.34 CHF | 0.35 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 34'804 CHF | 35'804 CHF | 98.80% | 98.80% |