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 | 18.15% | 0.11 CHF | 0.12 CHF | 460'000 | 100'000 | 197'308 | 66'505 | 19'832 CHF | 7'856 CHF | 96.38% | 96.38% |
15.05.2024 | 14.92% | 0.08 CHF | 0.11 CHF | 50'000 | 50'000 | 400'065 | 88'095 | 35'763 CHF | 8'889 CHF | 95.81% | 95.81% |
14.05.2024 | 17.12% | 0.09 CHF | 0.10 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 40'413 CHF | 9'605 CHF | 95.09% | 95.09% |
13.05.2024 | 14.42% | 0.09 CHF | 0.10 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 45'787 CHF | 10'585 CHF | 95.20% | 95.20% |
10.05.2024 | 17.04% | 0.09 CHF | 0.11 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 46'277 CHF | 10'970 CHF | 98.55% | 98.55% |
08.05.2024 | 12.86% | 0.09 CHF | 0.11 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 45'006 CHF | 10'248 CHF | 98.78% | 98.78% |
07.05.2024 | 12.28% | 0.09 CHF | 0.10 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 44'199 CHF | 9'988 CHF | 95.92% | 95.92% |
06.05.2024 | 16.91% | 0.08 CHF | 0.10 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 39'993 CHF | 9'491 CHF | 96.34% | 96.34% |
03.05.2024 | 16.37% | 0.07 CHF | 0.08 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 37'547 CHF | 8'838 CHF | 97.82% | 97.82% |
02.05.2024 | 13.02% | 0.08 CHF | 0.09 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 40'000 CHF | 9'120 CHF | 99.41% | 99.41% |