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 | 11.80% | 0.08 CHF | 0.09 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 39'882 CHF | 8'976 CHF | 94.94% | 94.94% |
15.05.2024 | 13.00% | 0.07 CHF | 0.08 CHF | 500'000 | 100'000 | 500'000 | 99'732 | 36'059 CHF | 8'188 CHF | 97.44% | 97.44% |
14.05.2024 | 12.55% | 0.08 CHF | 0.09 CHF | 500'000 | 100'000 | 489'127 | 98'792 | 37'593 CHF | 8'586 CHF | 99.71% | 99.71% |
13.05.2024 | 13.53% | 0.07 CHF | 0.08 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 34'531 CHF | 7'906 CHF | 85.38% | 85.38% |
10.05.2024 | 11.78% | 0.07 CHF | 0.08 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 39'945 CHF | 8'989 CHF | 99.37% | 99.37% |
08.05.2024 | 12.75% | 0.08 CHF | 0.09 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 36'851 CHF | 8'370 CHF | 99.85% | 99.85% |
07.05.2024 | 13.24% | 0.07 CHF | 0.08 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 35'295 CHF | 8'059 CHF | 96.17% | 96.17% |
06.05.2024 | 12.32% | 0.07 CHF | 0.08 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 38'215 CHF | 8'643 CHF | 100.00% | 100.00% |
03.05.2024 | 10.82% | 0.08 CHF | 0.09 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 43'833 CHF | 9'767 CHF | 83.32% | 83.32% |
02.05.2024 | 13.34% | 0.07 CHF | 0.08 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 34'989 CHF | 7'998 CHF | 99.11% | 99.11% |