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 | 12.73% | 0.07 CHF | 0.09 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 39'257 CHF | 6'686 CHF | 98.70% | 98.70% |
15.05.2024 | 12.79% | 0.08 CHF | 0.09 CHF | 500'000 | 75'000 | 491'775 | 74'208 | 36'992 CHF | 6'335 CHF | 94.94% | 94.94% |
14.05.2024 | 27.17% | 0.06 CHF | 0.08 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 2'434 CHF | 3'196 CHF | 96.87% | 96.87% |
13.05.2024 | 14.05% | 0.08 CHF | 0.09 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 37'767 CHF | 6'517 CHF | 95.93% | 95.93% |
10.05.2024 | 10.59% | 0.09 CHF | 0.10 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 44'955 CHF | 7'497 CHF | 80.90% | 80.90% |
08.05.2024 | 11.18% | 0.09 CHF | 0.10 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 44'814 CHF | 7'516 CHF | 58.66% | 58.66% |
07.05.2024 | 12.84% | 0.08 CHF | 0.10 CHF | 500'000 | 75'000 | 458'498 | 71'635 | 37'068 CHF | 6'558 CHF | 98.22% | 98.22% |
06.05.2024 | 12.21% | 0.08 CHF | 0.09 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 40'665 CHF | 6'894 CHF | 97.25% | 97.25% |
03.05.2024 | 11.50% | 0.09 CHF | 0.10 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 41'519 CHF | 6'986 CHF | 95.82% | 95.82% |
02.05.2024 | 12.20% | 0.08 CHF | 0.09 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 40'149 CHF | 6'803 CHF | 99.13% | 99.13% |