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 | 9.52% | 0.10 CHF | 0.11 CHF | 600'000 | 600'000 | 594'722 | 594'722 | 59'472 CHF | 65'419 CHF | 100.00% | 100.00% |
15.05.2024 | 9.13% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 52'393 CHF | 57'393 CHF | 100.00% | 100.00% |
14.05.2024 | 8.97% | 0.11 CHF | 0.12 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 63'996 CHF | 69'996 CHF | 100.00% | 100.00% |
13.05.2024 | 9.52% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 50'028 CHF | 55'028 CHF | 100.00% | 100.00% |
10.05.2024 | 8.99% | 0.11 CHF | 0.12 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 53'217 CHF | 58'217 CHF | 100.00% | 100.00% |
08.05.2024 | 9.45% | 0.11 CHF | 0.12 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 50'472 CHF | 55'472 CHF | 100.00% | 100.00% |
07.05.2024 | 8.26% | 0.11 CHF | 0.12 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 52'342 CHF | 56'842 CHF | 100.00% | 100.00% |
06.05.2024 | 8.00% | 0.12 CHF | 0.13 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 54'000 CHF | 58'500 CHF | 100.00% | 100.00% |
03.05.2024 | 8.02% | 0.12 CHF | 0.13 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 53'867 CHF | 58'367 CHF | 100.00% | 100.00% |
02.05.2024 | 7.66% | 0.13 CHF | 0.14 CHF | 450'000 | 450'000 | 417'474 | 417'474 | 52'578 CHF | 56'753 CHF | 100.00% | 100.00% |