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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 9.34% | 0.10 CHF | 0.11 CHF | 714'200 | 714'200 | 318'135 | 318'135 | 32'135 CHF | 35'323 CHF | 100.00% | 100.00% |
13.05.2024 | 9.58% | 0.11 CHF | 0.12 CHF | 747'400 | 747'400 | 344'065 | 344'065 | 35'460 CHF | 38'907 CHF | 100.00% | 100.00% |
10.05.2024 | 9.61% | 0.10 CHF | 0.11 CHF | 725'600 | 725'600 | 324'168 | 324'168 | 32'158 CHF | 35'406 CHF | 100.00% | 100.00% |
08.05.2024 | 9.91% | 0.10 CHF | 0.11 CHF | 730'700 | 730'700 | 323'833 | 323'833 | 31'662 CHF | 34'907 CHF | 99.13% | 99.13% |
07.05.2024 | 9.36% | 0.11 CHF | 0.12 CHF | 674'700 | 674'700 | 302'080 | 302'080 | 31'060 CHF | 34'087 CHF | 99.77% | 99.77% |
06.05.2024 | 8.52% | 0.12 CHF | 0.13 CHF | 649'900 | 649'900 | 291'144 | 291'144 | 33'195 CHF | 36'112 CHF | 100.00% | 100.00% |
03.05.2024 | 8.80% | 0.11 CHF | 0.12 CHF | 701'500 | 701'500 | 305'307 | 305'307 | 33'795 CHF | 36'854 CHF | 99.98% | 99.98% |
02.05.2024 | 10.08% | 0.10 CHF | 0.11 CHF | 841'000 | 841'000 | 382'898 | 382'898 | 37'285 CHF | 41'121 CHF | 100.00% | 100.00% |
30.04.2024 | 10.53% | 0.09 CHF | 0.10 CHF | 819'500 | 819'500 | 361'608 | 361'608 | 32'362 CHF | 35'985 CHF | 99.99% | 99.99% |
29.04.2024 | 10.69% | 0.09 CHF | 0.10 CHF | 949'100 | 949'100 | 411'334 | 411'334 | 36'912 CHF | 41'033 CHF | 99.75% | 99.75% |