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 | 10.20% | 0.10 CHF | 0.11 CHF | 645'700 | 645'700 | 289'068 | 289'068 | 27'439 CHF | 30'342 CHF | 100.00% | 100.00% |
15.05.2024 | 10.76% | 0.09 CHF | 0.10 CHF | 665'800 | 665'800 | 297'001 | 297'001 | 26'730 CHF | 29'713 CHF | 100.00% | 100.00% |
14.05.2024 | 10.72% | 0.09 CHF | 0.10 CHF | 662'200 | 662'200 | 295'338 | 295'338 | 26'580 CHF | 29'540 CHF | 100.00% | 100.00% |
13.05.2024 | 10.71% | 0.09 CHF | 0.10 CHF | 663'900 | 663'900 | 298'474 | 298'474 | 26'863 CHF | 29'853 CHF | 100.00% | 100.00% |
10.05.2024 | 10.71% | 0.09 CHF | 0.10 CHF | 680'900 | 680'900 | 305'007 | 305'007 | 27'451 CHF | 30'506 CHF | 100.00% | 100.00% |
08.05.2024 | 10.63% | 0.10 CHF | 0.11 CHF | 657'500 | 657'500 | 291'901 | 291'901 | 26'840 CHF | 29'765 CHF | 99.06% | 99.06% |
07.05.2024 | 10.45% | 0.09 CHF | 0.10 CHF | 660'100 | 660'100 | 293'881 | 293'881 | 26'981 CHF | 29'926 CHF | 99.72% | 99.72% |
06.05.2024 | 11.30% | 0.09 CHF | 0.10 CHF | 707'800 | 707'800 | 318'244 | 318'244 | 27'082 CHF | 30'270 CHF | 100.00% | 100.00% |
03.05.2024 | 11.72% | 0.09 CHF | 0.10 CHF | 732'100 | 732'100 | 327'671 | 327'671 | 27'224 CHF | 30'507 CHF | 99.97% | 99.97% |
02.05.2024 | 11.59% | 0.08 CHF | 0.09 CHF | 736'200 | 736'200 | 328'877 | 328'877 | 26'941 CHF | 30'236 CHF | 99.98% | 99.98% |